+442.3%
WELL vs SONY
+373.2%
+69.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | +5.7% | +11.1% | -5.5% | +2.8% |
| 3M | +4.6% | +14.7% | -10.0% | +0.9% |
| 6M | +11.9% | +18.8% | -6.9% | +6.4% |
| YTD | +33.6% | +5.7% | +27.8% | +30.6% |
| 1Y | +29.8% | -8.1% | +37.8% | +31.7% |
| 3Y | +202.2% | +64.0% | +138.2% | +153.5% |
| 5Y | +223.2% | +12.6% | +210.6% | +197.7% |
| All | +442.3% | +373.2% | +69.1% | +259.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling