+17,845.4%
WDC vs SONY
+543.6%
+17,301.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.5% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | -10.0% | +9.4% | -19.4% | -13.6% |
| 3M | -18.8% | +10.5% | -29.2% | -23.2% |
| 6M | +79.0% | +11.7% | +67.3% | +68.1% |
| YTD | +171.6% | -4.1% | +175.6% | +171.1% |
| 1Y | +417.4% | -11.8% | +429.2% | +431.1% |
| 3Y | +1,251.8% | +45.9% | +1,205.9% | +1,010.1% |
| 5Y | +911.7% | +16.3% | +895.4% | +811.7% |
| 10Y | +1,399.6% | +297.6% | +1,102.0% | +729.5% |
| All | +17,845.4% | +543.6% | +17,301.8% | +6,688.7% |
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