+37.1%
WAT vs SONY
-18.6%
+55.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -2.9% | -5.8% | +2.9% | -2.3% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +10.6% | +13.3% | -2.7% | +9.0% |
| 6M | +34.0% | +8.5% | +25.6% | +31.3% |
| YTD | +5.7% | -8.1% | +13.9% | +6.8% |
| 1Y | +37.1% | -17.9% | +55.0% | +41.4% |
| All | +37.1% | -18.6% | +55.6% | +41.4% |
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