+302.9%
WM vs SONY
+271.8%
+31.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.2% |
| 7D | -0.9% | -5.2% | +4.3% | 0.0% |
| 30D | -4.3% | +0.3% | -4.6% | -4.4% |
| 3M | +0.8% | +6.2% | -5.5% | -0.5% |
| 6M | -10.8% | +9.5% | -20.3% | -12.5% |
| YTD | -0.1% | -8.1% | +8.0% | +1.0% |
| 1Y | +1.0% | -17.9% | +18.9% | +3.9% |
| 3Y | +45.1% | +41.5% | +3.6% | +32.4% |
| 5Y | +52.1% | +11.8% | +40.3% | +43.4% |
| 10Y | +302.9% | +275.4% | +27.5% | +189.2% |
| All | +302.9% | +271.8% | +31.1% | +189.2% |
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