+519.3%
SONY vs WSM
+34,771.0%
-34,251.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | -4.9% | +2.6% | -7.5% | -5.4% |
| 30D | -1.6% | -9.3% | +7.7% | +0.1% |
| 3M | +10.0% | +7.1% | +2.9% | +8.4% |
| 6M | +8.4% | +21.7% | -13.3% | +4.1% |
| YTD | -8.4% | +28.7% | -37.2% | -13.1% |
| 1Y | -18.4% | +13.9% | -32.2% | -21.0% |
| 3Y | +41.0% | +232.2% | -191.2% | +8.5% |
| 5Y | +9.3% | +176.4% | -167.1% | -15.3% |
| 10Y | +281.7% | +1,072.4% | -790.7% | +113.1% |
| All | +519.3% | +34,771.0% | -34,251.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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