+61.5%
SONY vs WST
+22.8%
+38.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -3.2% | +4.9% | -8.1% | -3.4% |
| 30D | +9.6% | +10.7% | -1.1% | +9.0% |
| 3M | +13.3% | +16.8% | -3.6% | +12.4% |
| 6M | +20.3% | +32.0% | -11.7% | +18.5% |
| YTD | +4.1% | +49.9% | -45.8% | +1.4% |
| 1Y | -11.9% | +50.6% | -62.5% | -14.3% |
| All | +61.5% | +22.8% | +38.7% | +50.2% |
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