+4,115.8%
WAB vs SONY
+534.6%
+3,581.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.9% |
| 7D | +1.7% | -5.2% | +6.8% | +3.3% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | +9.7% | +6.2% | +3.4% | +6.8% |
| 6M | +16.5% | +9.5% | +7.0% | +12.1% |
| YTD | +33.7% | -8.1% | +41.8% | +35.8% |
| 1Y | +49.7% | -17.9% | +67.6% | +57.1% |
| 3Y | +170.9% | +41.5% | +129.4% | +134.2% |
| 5Y | +228.0% | +11.8% | +216.2% | +201.7% |
| 10Y | +284.8% | +275.4% | +9.4% | +133.6% |
| All | +4,115.8% | +534.6% | +3,581.2% | +1,445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling