+293.4%
WBD vs SONY
+301.7%
-8.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.7% | -4.9% | +3.2% | +0.1% |
| 30D | +3.9% | -1.6% | +5.5% | +4.3% |
| 3M | +5.1% | +10.0% | -4.9% | +0.9% |
| 6M | +0.6% | +8.4% | -7.8% | -3.4% |
| YTD | -3.2% | -8.4% | +5.3% | -1.3% |
| 1Y | +127.7% | -18.4% | +146.0% | +141.3% |
| 3Y | +146.6% | +41.0% | +105.6% | +112.6% |
| 5Y | +4.2% | +9.3% | -5.1% | -2.3% |
| 10Y | +13.7% | +281.7% | -268.0% | -33.2% |
| All | +293.4% | +301.7% | -8.3% | +94.8% |
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