+329.2%
SONY vs WING
+405.9%
-76.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -1.2% | -3.9% | +2.7% | -0.6% |
| 30D | +9.4% | -11.6% | +21.0% | +11.1% |
| 3M | +10.5% | -24.2% | +34.7% | +14.1% |
| 6M | +11.7% | -54.1% | +65.8% | +23.3% |
| YTD | -4.1% | -53.9% | +49.8% | +5.0% |
| 1Y | -11.8% | -64.4% | +52.6% | -0.1% |
| 3Y | +45.9% | -30.2% | +76.1% | +41.5% |
| 5Y | +16.3% | -34.1% | +50.4% | +9.1% |
| 10Y | +297.6% | +342.1% | -44.5% | +162.6% |
| All | +329.2% | +405.9% | -76.6% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling