+101.9%
WMT vs SONY
+42.2%
+59.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | +0.4% |
| 30D | -7.4% | +1.5% | -8.9% | -7.6% |
| 3M | -10.9% | +13.0% | -23.9% | -12.5% |
| 6M | -12.7% | +11.2% | -23.9% | -14.2% |
| YTD | -3.2% | -6.6% | +3.4% | -2.7% |
| 1Y | +5.3% | -18.1% | +23.4% | +7.5% |
| 3Y | +101.9% | +42.1% | +59.8% | +92.2% |
| All | +101.9% | +42.2% | +59.6% | +92.2% |
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 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