+127.9%
WFC vs SONY
+8.8%
+119.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +0.3% | -5.8% | +6.1% | +2.1% |
| 30D | +2.3% | -0.4% | +2.7% | +2.4% |
| 3M | +9.8% | +13.3% | -3.5% | +5.2% |
| 6M | +15.6% | +8.5% | +7.1% | +11.8% |
| YTD | -2.4% | -8.1% | +5.7% | -0.4% |
| 1Y | +13.8% | -17.9% | +31.7% | +20.3% |
| 3Y | +134.6% | +41.4% | +93.2% | +100.2% |
| 5Y | +127.9% | +9.3% | +118.6% | +107.8% |
| All | +127.9% | +8.8% | +119.1% | +107.8% |
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 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