+222.3%
WAB vs SONY
+8.8%
+213.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.2% | -5.8% | +5.6% | +1.6% |
| 30D | -5.9% | -0.4% | -5.5% | -5.9% |
| 3M | +9.4% | +13.3% | -3.9% | +4.3% |
| 6M | +13.8% | +8.5% | +5.4% | +9.7% |
| YTD | +31.8% | -8.1% | +39.9% | +34.4% |
| 1Y | +48.5% | -17.9% | +66.4% | +57.3% |
| 3Y | +167.0% | +41.4% | +125.5% | +125.8% |
| 5Y | +222.3% | +9.3% | +213.0% | +192.3% |
| All | +222.3% | +8.8% | +213.5% | +192.3% |
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 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