+111.5%
WDAY vs SONY
+286.8%
-175.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -10.5% | -5.8% | -4.8% | -7.8% |
| 30D | +2.1% | -0.4% | +2.5% | +2.4% |
| 3M | +34.6% | +13.3% | +21.3% | +27.2% |
| 6M | +29.9% | +8.5% | +21.4% | +23.9% |
| YTD | -13.8% | -8.1% | -5.7% | -11.1% |
| 1Y | -18.3% | -17.9% | -0.4% | -11.2% |
| 3Y | -26.2% | +41.4% | -67.6% | -42.6% |
| 5Y | -30.8% | +9.3% | -40.1% | -39.0% |
| All | +111.5% | +286.8% | -175.3% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling