+280.4%
SONY vs WST
+341.6%
-61.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.1% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -0.4% | -2.0% | +1.6% | 0.0% |
| 3M | +13.3% | +4.1% | +9.2% | +12.1% |
| 6M | +8.5% | +47.4% | -38.9% | -0.9% |
| YTD | -8.1% | +25.4% | -33.5% | -13.3% |
| 1Y | -17.9% | +35.3% | -53.2% | -24.2% |
| 3Y | +41.4% | -11.7% | +53.1% | +36.7% |
| 5Y | +9.3% | -24.0% | +33.3% | +7.7% |
| All | +280.4% | +341.6% | -61.2% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling