+286.6%
SONY vs WCC
+541.6%
-255.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.9% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | +1.5% | -2.1% | +3.7% | +1.7% |
| 3M | +13.0% | +3.8% | +9.2% | +11.1% |
| 6M | +11.2% | +35.0% | -23.8% | +2.9% |
| YTD | -6.6% | +46.4% | -53.0% | -15.3% |
| 1Y | -18.1% | +63.0% | -81.1% | -27.7% |
| 3Y | +42.1% | +133.9% | -91.9% | +11.3% |
| 5Y | +11.0% | +226.5% | -215.5% | -21.9% |
| All | +286.6% | +541.6% | -255.1% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling