+135.9%
WMT vs SONY
+9.6%
+126.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 6M | -12.7% | +11.2% | -23.9% | -14.1% |
| YTD | -3.2% | -6.6% | +3.4% | -2.8% |
| 1Y | +5.3% | -18.1% | +23.4% | +7.3% |
| 3Y | +101.9% | +42.1% | +59.8% | +92.1% |
| All | +135.9% | +9.6% | +126.3% | +122.1% |
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 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