+200.8%
WMB vs SONY
+12.1%
+188.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +7.8% | +0.3% | +7.6% | +7.8% |
| 30D | -5.1% | +11.1% | -16.2% | -7.0% |
| 3M | -4.7% | +14.7% | -19.4% | -7.3% |
| 6M | -7.4% | +18.8% | -26.2% | -10.7% |
| YTD | +17.5% | +5.7% | +11.7% | +15.9% |
| 1Y | +19.5% | -8.1% | +27.5% | +21.8% |
| 3Y | +121.3% | +64.0% | +57.3% | +93.6% |
| All | +200.8% | +12.1% | +188.7% | +164.2% |
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 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