+46.7%
WAB vs SONY
-10.8%
+57.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -3.2% | -1.2% | -2.0% | -3.1% |
| 30D | -4.4% | +9.4% | -13.9% | -5.5% |
| 3M | +7.9% | +10.5% | -2.6% | +7.0% |
| 6M | +8.7% | +11.7% | -3.0% | +6.7% |
| YTD | +33.0% | -4.1% | +37.0% | +34.3% |
| 1Y | +46.7% | -11.8% | +58.4% | +51.3% |
| All | +46.7% | -10.8% | +57.5% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling