-7.0%
SONY vs WCN
+16.1%
-23.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.6% |
| 7D | +2.9% | +6.7% | -3.8% | +1.4% |
| 30D | +10.2% | +24.3% | -14.1% | +5.5% |
| 3M | +16.1% | +16.1% | 0.0% | +12.3% |
| 6M | +32.1% | +19.9% | +12.2% | +28.1% |
| YTD | +1.4% | +10.1% | -8.7% | +0.2% |
| 1Y | -7.0% | +14.4% | -21.4% | -8.8% |
| All | -7.0% | +16.1% | -23.1% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling