+41.5%
SONY vs WST
-15.5%
+57.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | +0.3% | -4.6% | +4.9% | +0.6% |
| 3M | +6.2% | +5.7% | +0.5% | +5.8% |
| 6M | +9.5% | +37.6% | -28.0% | +6.6% |
| YTD | -8.1% | +23.0% | -31.1% | -9.9% |
| 1Y | -17.9% | +33.8% | -51.8% | -20.1% |
| 3Y | +41.5% | -13.4% | +54.9% | +40.5% |
| All | +41.5% | -15.5% | +57.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling