+10.3%
SONY vs WTW
+42.0%
-31.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -2.7% | -5.7% | +3.0% | -1.0% |
| 30D | +1.5% | -7.3% | +8.8% | +3.7% |
| 3M | +13.0% | +21.5% | -8.5% | +6.7% |
| 6M | +11.2% | +9.6% | +1.6% | +7.6% |
| YTD | -6.6% | -3.3% | -3.4% | -6.3% |
| 1Y | -18.1% | -6.1% | -12.0% | -17.1% |
| 3Y | +42.1% | +61.8% | -19.8% | +12.9% |
| All | +10.3% | +42.0% | -31.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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