+10.3%
SONY vs WCN
+24.9%
-14.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.7% | -3.1% | +0.4% | -1.7% |
| 30D | +1.5% | -3.4% | +4.9% | +2.6% |
| 3M | +13.0% | +3.0% | +10.0% | +12.1% |
| 6M | +11.2% | -3.8% | +15.0% | +12.4% |
| YTD | -6.6% | -8.3% | +1.7% | -4.3% |
| 1Y | -18.1% | -9.7% | -8.4% | -15.7% |
| 3Y | +42.1% | +17.2% | +24.9% | +32.6% |
| All | +10.3% | +24.9% | -14.7% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling