-1.6%
SW vs SONY
+13.6%
-15.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -3.3% |
| 7D | +4.7% | +8.1% | -3.5% | +2.3% |
| 30D | +5.0% | +15.5% | -10.5% | +0.7% |
| 3M | -7.3% | +22.7% | -30.1% | -12.7% |
| 6M | +15.0% | +36.9% | -21.9% | +4.3% |
| YTD | +18.5% | +7.6% | +10.9% | +15.1% |
| 1Y | +27.1% | -1.9% | +29.1% | +26.4% |
| 3Y | +49.3% | +59.0% | -9.7% | +30.5% |
| 5Y | -1.6% | +14.3% | -15.9% | -5.6% |
| All | -1.6% | +13.6% | -15.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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