+957.1%
WDC vs SONY
+8.8%
+948.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | +4.4% | -5.8% | +10.2% | +7.3% |
| 30D | +5.3% | -0.4% | +5.7% | +5.1% |
| 3M | -5.9% | +13.3% | -19.2% | -13.8% |
| 6M | +73.2% | +8.5% | +64.8% | +62.0% |
| YTD | +167.8% | -8.1% | +176.0% | +174.7% |
| 1Y | +386.0% | -17.9% | +403.9% | +426.2% |
| 3Y | +1,309.7% | +41.4% | +1,268.3% | +952.2% |
| 5Y | +957.1% | +9.3% | +947.8% | +803.6% |
| All | +957.1% | +8.8% | +948.3% | +803.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling