+9.3%
SONY vs WING
-33.6%
+42.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -4.9% | -2.3% | -2.6% | -4.6% |
| 30D | -1.6% | -5.6% | +4.0% | -1.0% |
| 3M | +10.0% | -22.9% | +32.9% | +12.9% |
| 6M | +8.4% | -50.4% | +58.8% | +17.4% |
| YTD | -8.4% | -53.3% | +44.9% | -0.8% |
| 1Y | -18.4% | -61.2% | +42.9% | -9.5% |
| 3Y | +41.0% | -30.1% | +71.0% | +32.9% |
| 5Y | +9.3% | -35.0% | +44.3% | -0.9% |
| All | +9.3% | -33.6% | +42.9% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling