+149.0%
WMB vs SONY
+41.5%
+107.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +2.8% |
| 7D | +0.8% | -5.2% | +6.0% | +1.5% |
| 30D | +7.7% | +0.3% | +7.4% | +7.6% |
| 3M | +6.7% | +6.2% | +0.5% | +5.7% |
| 6M | +3.6% | +9.5% | -5.9% | +1.8% |
| YTD | +28.0% | -8.1% | +36.1% | +30.0% |
| 1Y | +37.6% | -17.9% | +55.5% | +42.9% |
| 3Y | +149.0% | +41.5% | +107.5% | +130.1% |
| All | +149.0% | +41.5% | +107.6% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling