+4,464.3%
WEC vs SONY
+609.3%
+3,855.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +8.4% | +14.7% | -6.2% | +6.8% |
| 6M | +7.5% | +18.8% | -11.3% | +5.3% |
| YTD | +15.3% | +5.7% | +9.6% | +14.2% |
| 1Y | +9.7% | -8.1% | +17.8% | +10.3% |
| 3Y | +64.7% | +64.0% | +0.7% | +54.0% |
| 5Y | +57.3% | +12.6% | +44.6% | +51.8% |
| 10Y | +195.9% | +373.8% | -177.9% | +141.0% |
| All | +4,464.3% | +609.3% | +3,855.0% | +3,117.8% |
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