+324.8%
WM vs SONY
+364.7%
-40.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +0.8% | +2.1% | -1.3% | +0.4% |
| 30D | +13.8% | +9.2% | +4.6% | +12.1% |
| 3M | +6.4% | +12.2% | -5.8% | +4.2% |
| 6M | +13.2% | +24.4% | -11.2% | +8.7% |
| YTD | +10.8% | +3.5% | +7.3% | +9.6% |
| 1Y | +20.2% | -9.2% | +29.3% | +21.7% |
| 3Y | +46.5% | +55.6% | -9.1% | +31.8% |
| 5Y | +61.3% | +12.0% | +49.3% | +53.6% |
| 10Y | +324.8% | +363.7% | -38.9% | +193.9% |
| All | +324.8% | +364.7% | -40.0% | +193.9% |
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