+33.2%
WAT vs SONY
+12.1%
+21.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.9% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.4% | +11.1% | -5.7% | +2.0% |
| 3M | +11.3% | +14.7% | -3.4% | +6.5% |
| 6M | +37.4% | +18.8% | +18.6% | +29.5% |
| YTD | +21.2% | +5.7% | +15.4% | +18.1% |
| 1Y | +21.3% | -8.1% | +29.4% | +23.9% |
| 3Y | +83.4% | +64.0% | +19.4% | +49.7% |
| All | +33.2% | +12.1% | +21.1% | +17.9% |
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