+51.5%
WPM vs SONY
-10.8%
+62.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +1.1% | -1.2% | +2.2% | +1.5% |
| 30D | +26.4% | +9.4% | +16.9% | +22.3% |
| 3M | +20.8% | +10.5% | +10.4% | +16.8% |
| 6M | +1.1% | +11.7% | -10.6% | -4.0% |
| YTD | +32.5% | -4.1% | +36.5% | +28.0% |
| 1Y | +51.5% | -11.8% | +63.3% | +48.4% |
| All | +51.5% | -10.8% | +62.3% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling