+9.3%
SONY vs WST
-27.5%
+36.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | -1.6% | -4.3% | +2.7% | -1.0% |
| 3M | +10.0% | +0.7% | +9.2% | +9.7% |
| 6M | +8.4% | +36.0% | -27.6% | +3.0% |
| YTD | -8.4% | +22.7% | -31.2% | -11.8% |
| 1Y | -18.4% | +34.1% | -52.5% | -22.7% |
| 3Y | +41.0% | -13.6% | +54.5% | +38.6% |
| 5Y | +9.3% | -26.0% | +35.3% | +9.1% |
| All | +9.3% | -27.5% | +36.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling