+161.8%
WAT vs SONY
+286.8%
-125.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.9% | -5.8% | +2.9% | -1.0% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +10.6% | +13.3% | -2.7% | +5.7% |
| 6M | +34.0% | +8.5% | +25.6% | +29.3% |
| YTD | +5.7% | -8.1% | +13.9% | +7.5% |
| 1Y | +37.1% | -17.9% | +55.0% | +44.3% |
| 3Y | +52.4% | +41.4% | +10.9% | +30.4% |
| 5Y | -4.4% | +9.3% | -13.7% | -12.6% |
| All | +161.8% | +286.8% | -125.1% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling