+10,726.6%
WAT vs SONY
+511.2%
+10,215.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +2.3% | +9.4% | -7.1% | -0.3% |
| 3M | +8.7% | +10.5% | -1.7% | +5.2% |
| 6M | +28.3% | +11.7% | +16.6% | +23.3% |
| YTD | +7.8% | -4.1% | +11.8% | +7.9% |
| 1Y | +36.6% | -11.8% | +48.4% | +39.7% |
| 3Y | +45.7% | +45.9% | -0.2% | +26.8% |
| 5Y | -3.3% | +16.3% | -19.6% | -11.4% |
| 10Y | +162.1% | +297.6% | -135.5% | +65.1% |
| All | +10,726.6% | +511.2% | +10,215.4% | +6,190.9% |
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 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