+248.7%
SONY vs WCC
+1,563.0%
-1,314.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | +0.3% | +9.9% | -9.7% | -1.7% |
| 30D | +11.1% | -8.4% | +19.6% | +12.2% |
| 3M | +14.7% | -10.3% | +25.0% | +15.8% |
| 6M | +18.8% | -10.5% | +29.3% | +18.9% |
| YTD | +5.7% | +32.2% | -26.4% | -3.1% |
| 1Y | -8.1% | +25.5% | -33.6% | -14.9% |
| 3Y | +64.0% | +134.7% | -70.7% | +27.5% |
| 5Y | +12.6% | +139.9% | -127.3% | -15.6% |
| 10Y | +373.8% | +433.5% | -59.6% | +175.3% |
| All | +248.7% | +1,563.0% | -1,314.3% | +31.1% |
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