+233.3%
SONY vs WCN
+6,687.0%
-6,453.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -4.9% | -1.7% | -3.2% | -4.5% |
| 30D | -1.6% | -3.0% | +1.4% | -0.9% |
| 3M | +10.0% | +2.5% | +7.4% | +9.3% |
| 6M | +8.4% | -5.7% | +14.1% | +9.6% |
| YTD | -8.4% | -7.4% | -1.0% | -7.1% |
| 1Y | -18.4% | -8.6% | -9.7% | -17.0% |
| 3Y | +41.0% | +19.4% | +21.6% | +33.8% |
| 5Y | +9.3% | +27.2% | -17.9% | +1.6% |
| 10Y | +281.7% | +238.5% | +43.2% | +184.0% |
| All | +233.3% | +6,687.0% | -6,453.7% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling