+302.1%
WDAY vs SONY
+1,058.9%
-756.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.7% |
| 7D | -4.4% | -1.2% | -3.2% | -3.9% |
| 30D | +14.7% | +9.4% | +5.3% | +10.8% |
| 3M | +32.4% | +10.5% | +21.9% | +27.5% |
| 6M | +36.9% | +11.7% | +25.2% | +30.1% |
| YTD | -8.8% | -4.1% | -4.8% | -8.1% |
| 1Y | -15.3% | -11.8% | -3.5% | -12.0% |
| 3Y | -21.2% | +45.9% | -67.1% | -35.5% |
| 5Y | -29.5% | +16.3% | -45.8% | -37.3% |
| 10Y | +120.0% | +297.6% | -177.6% | +28.2% |
| All | +302.1% | +1,058.9% | -756.8% | +100.3% |
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