+18,229.0%
WDC vs SONY
+516.6%
+17,712.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.9% |
| 7D | +6.0% | -5.2% | +11.2% | +8.2% |
| 30D | +9.9% | +0.3% | +9.6% | +9.5% |
| 3M | -9.4% | +6.2% | -15.6% | -13.1% |
| 6M | +94.7% | +9.5% | +85.2% | +84.1% |
| YTD | +177.4% | -8.1% | +185.4% | +181.6% |
| 1Y | +412.6% | -17.9% | +430.5% | +442.0% |
| 3Y | +1,359.8% | +41.5% | +1,318.3% | +1,112.9% |
| 5Y | +992.6% | +11.8% | +980.7% | +899.7% |
| 10Y | +1,245.5% | +275.4% | +970.1% | +661.2% |
| All | +18,229.0% | +516.6% | +17,712.4% | +6,951.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling