+95.5%
SONY vs WTW
+1,101.3%
-1,005.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -5.8% | -7.8% | +2.0% | -3.1% |
| 30D | -0.4% | -7.9% | +7.5% | +2.5% |
| 3M | +13.3% | +19.9% | -6.7% | +6.1% |
| 6M | +8.5% | +9.8% | -1.3% | +3.9% |
| YTD | -8.1% | -3.3% | -4.8% | -8.5% |
| 1Y | -17.9% | -3.3% | -14.6% | -18.4% |
| 3Y | +41.4% | +61.5% | -20.1% | +15.0% |
| 5Y | +9.3% | +42.6% | -33.3% | -7.8% |
| 10Y | +283.0% | +197.1% | +85.9% | +138.7% |
| All | +95.5% | +1,101.3% | -1,005.8% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling