+3,978.4%
WEC vs SONY
+543.6%
+3,434.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | -1.3% | +9.4% | -10.7% | -2.3% |
| 3M | -3.9% | +10.5% | -14.4% | -5.1% |
| 6M | -8.3% | +11.7% | -20.0% | -9.7% |
| YTD | +3.1% | -4.1% | +7.1% | +3.2% |
| 1Y | +1.9% | -11.8% | +13.7% | +2.8% |
| 3Y | +41.9% | +45.9% | -4.0% | +34.4% |
| 5Y | +30.8% | +16.3% | +14.5% | +25.8% |
| 10Y | +141.9% | +297.6% | -155.7% | +100.8% |
| All | +3,978.4% | +543.6% | +3,434.8% | +2,806.5% |
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 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