+255.1%
WPM vs SONY
+8.8%
+246.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -3.6% | -5.8% | +2.2% | -2.1% |
| 30D | +12.5% | -0.4% | +12.9% | +12.5% |
| 3M | +40.6% | +13.3% | +27.3% | +35.1% |
| 6M | +0.5% | +8.5% | -7.9% | -2.2% |
| YTD | +29.0% | -8.1% | +37.2% | +30.7% |
| 1Y | +43.8% | -17.9% | +61.7% | +49.3% |
| 3Y | +266.3% | +41.4% | +224.8% | +226.1% |
| 5Y | +255.1% | +9.3% | +245.8% | +213.3% |
| All | +255.1% | +8.8% | +246.3% | +213.3% |
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 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