+5,065.4%
WMB vs SONY
+598.6%
+4,466.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | +8.1% | -3.2% | +11.3% | +9.2% |
| 30D | -6.9% | +9.6% | -16.5% | -10.0% |
| 3M | -5.1% | +13.3% | -18.4% | -9.4% |
| 6M | -5.7% | +20.3% | -26.0% | -12.4% |
| YTD | +18.1% | +4.1% | +13.9% | +14.3% |
| 1Y | +18.4% | -11.9% | +30.3% | +21.0% |
| 3Y | +122.7% | +56.6% | +66.1% | +83.5% |
| 5Y | +202.0% | +10.9% | +191.1% | +172.8% |
| 10Y | +283.8% | +366.6% | -82.8% | +105.0% |
| All | +5,065.4% | +598.6% | +4,466.8% | +2,158.8% |
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