+28,547.2%
WM vs SONY
+607.5%
+27,939.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | +1.2% | +6.7% | -5.5% | 0.0% |
| 30D | +13.1% | +14.8% | -1.7% | +10.3% |
| 3M | +3.6% | +16.9% | -13.3% | +0.7% |
| 6M | +8.1% | +30.2% | -22.2% | +2.7% |
| YTD | +8.9% | +5.5% | +3.4% | +7.2% |
| 1Y | +20.3% | -4.6% | +24.9% | +20.5% |
| 3Y | +46.2% | +57.2% | -11.1% | +31.7% |
| 5Y | +59.9% | +12.1% | +47.8% | +51.1% |
| 10Y | +345.6% | +361.6% | -16.0% | +215.9% |
| All | +28,547.2% | +607.5% | +27,939.7% | +17,729.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling