+548.9%
SONY vs WST
+12,330.1%
-11,781.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | +9.4% | -3.1% | +12.6% | +10.3% |
| 3M | +10.5% | +7.2% | +3.3% | +8.1% |
| 6M | +11.7% | +36.8% | -25.1% | +1.6% |
| YTD | -4.1% | +23.8% | -27.9% | -10.6% |
| 1Y | -11.8% | +37.8% | -49.5% | -20.6% |
| 3Y | +45.9% | -15.9% | +61.8% | +40.2% |
| 5Y | +16.3% | -25.8% | +42.1% | +12.7% |
| 10Y | +297.6% | +319.6% | -22.0% | +116.7% |
| All | +548.9% | +12,330.1% | -11,781.2% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling