+286.6%
SONY vs WU
-39.1%
+325.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.7% | -3.5% | +0.8% | -1.7% |
| 30D | +1.5% | -2.9% | +4.5% | +2.3% |
| 3M | +13.0% | -2.3% | +15.3% | +12.1% |
| 6M | +11.2% | -25.4% | +36.6% | +19.3% |
| YTD | -6.6% | -21.2% | +14.6% | -1.8% |
| 1Y | -18.1% | -8.9% | -9.3% | -18.4% |
| 3Y | +42.1% | -29.0% | +71.0% | +50.6% |
| 5Y | +11.0% | -50.7% | +61.8% | +31.1% |
| All | +286.6% | -39.1% | +325.7% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling