+246.5%
SONY vs WU
-21.6%
+268.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.2% |
| 7D | -5.2% | -0.8% | -4.3% | -4.9% |
| 30D | +0.3% | -1.1% | +1.4% | +0.6% |
| 3M | +6.2% | -1.8% | +8.0% | +4.8% |
| 6M | +9.5% | -23.9% | +33.5% | +19.3% |
| YTD | -8.1% | -20.4% | +12.3% | -2.2% |
| 1Y | -17.9% | -10.6% | -7.4% | -17.6% |
| 3Y | +41.5% | -27.7% | +69.2% | +51.2% |
| 5Y | +11.8% | -51.1% | +63.0% | +37.4% |
| 10Y | +275.4% | -40.7% | +316.1% | +297.5% |
| All | +246.5% | -21.6% | +268.1% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling