+203.1%
SONY vs WCC
+1,758.7%
-1,555.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.7% | -4.7% |
| 7D | -5.2% | +8.5% | -13.6% | -6.8% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | +6.2% | +2.1% | +4.1% | +4.7% |
| 6M | +9.5% | +36.8% | -27.3% | +1.1% |
| YTD | -8.1% | +47.7% | -55.8% | -16.9% |
| 1Y | -17.9% | +66.5% | -84.4% | -27.9% |
| 3Y | +41.5% | +134.2% | -92.7% | +11.1% |
| 5Y | +11.8% | +231.6% | -219.8% | -20.9% |
| 10Y | +275.4% | +508.1% | -232.7% | +113.8% |
| All | +203.1% | +1,758.7% | -1,555.6% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling