+375.7%
SONY vs WING
+620.3%
-244.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | +11.1% | +29.5% | -18.4% | +6.9% |
| 3M | +14.7% | +40.2% | -25.5% | +8.7% |
| 6M | +18.8% | +32.7% | -13.9% | +12.6% |
| YTD | +5.7% | -32.8% | +38.5% | +9.1% |
| 1Y | -8.1% | -31.7% | +23.7% | -5.6% |
| 3Y | +64.0% | -24.7% | +88.7% | +58.2% |
| 5Y | +12.6% | -0.5% | +13.1% | -0.9% |
| All | +375.7% | +620.3% | -244.5% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling