+59.7%
WM vs SONY
+10.8%
+48.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | +1.2% | +6.7% | -5.5% | +0.5% |
| 30D | +13.1% | +14.8% | -1.7% | +11.5% |
| 3M | +3.6% | +16.9% | -13.3% | +2.0% |
| 6M | +8.1% | +30.2% | -22.2% | +5.1% |
| YTD | +8.9% | +5.5% | +3.4% | +8.1% |
| 1Y | +20.3% | -4.6% | +24.9% | +20.6% |
| 3Y | +46.2% | +57.2% | -11.1% | +38.1% |
| All | +59.7% | +10.8% | +48.9% | +54.3% |
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