+113.2%
WDC vs SONY
-6.4%
+119.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -6.5% |
| 7D | -18.3% | +2.9% | -21.2% | -18.0% |
| 30D | -26.7% | +10.2% | -36.9% | -26.2% |
| 3M | -40.9% | +16.1% | -57.1% | -41.0% |
| 6M | -26.8% | +32.1% | -58.9% | -30.9% |
| YTD | +88.2% | +1.4% | +86.8% | +97.0% |
| 1Y | +113.2% | -7.0% | +120.2% | +128.5% |
| All | +113.2% | -6.4% | +119.6% | +128.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling