+31.7%
WEC vs SONY
+8.8%
+22.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.3% | -5.8% | +4.5% | -0.8% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | -6.8% | +13.3% | -20.1% | -7.9% |
| 6M | -6.4% | +8.5% | -14.9% | -7.3% |
| YTD | +2.5% | -8.1% | +10.6% | +3.1% |
| 1Y | -0.4% | -17.9% | +17.5% | +1.2% |
| 3Y | +38.5% | +41.4% | -2.9% | +31.5% |
| 5Y | +31.7% | +9.3% | +22.4% | +22.3% |
| All | +31.7% | +8.8% | +22.9% | +22.3% |
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