+54.1%
WEC vs SONY
+12.1%
+42.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +11.1% | +11.1% | -0.1% | +10.0% |
| 3M | +8.4% | +14.7% | -6.2% | +7.0% |
| 6M | +7.5% | +18.8% | -11.3% | +5.6% |
| YTD | +15.3% | +5.7% | +9.6% | +14.5% |
| 1Y | +9.7% | -8.1% | +17.8% | +10.5% |
| 3Y | +64.7% | +64.0% | +0.7% | +53.8% |
| All | +54.1% | +12.1% | +42.0% | +40.2% |
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