+53.7%
WAT vs SONY
+39.5%
+14.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.8% | -4.9% | +3.1% | -0.7% |
| 30D | -1.7% | -1.6% | -0.1% | -1.4% |
| 3M | +9.1% | +10.0% | -0.9% | +6.5% |
| 6M | +32.4% | +8.4% | +24.0% | +29.0% |
| YTD | +6.6% | -8.4% | +15.0% | +8.3% |
| 1Y | +34.7% | -18.4% | +53.1% | +40.8% |
| All | +53.7% | +39.5% | +14.2% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling