+5,039.4%
WMB vs SONY
+609.3%
+4,430.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | -5.1% | +11.1% | -16.2% | -8.7% |
| 3M | -4.7% | +14.7% | -19.4% | -9.4% |
| 6M | -7.4% | +18.8% | -26.2% | -13.6% |
| YTD | +17.5% | +5.7% | +11.7% | +13.1% |
| 1Y | +19.5% | -8.1% | +27.5% | +20.4% |
| 3Y | +121.3% | +64.0% | +57.3% | +79.5% |
| 5Y | +200.5% | +12.6% | +187.9% | +170.0% |
| 10Y | +281.9% | +373.8% | -92.0% | +103.0% |
| All | +5,039.4% | +609.3% | +4,430.0% | +2,136.3% |
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 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