+5,933.7%
WPM vs SONY
+301.7%
+5,632.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.5% |
| 7D | +7.0% | -5.2% | +12.2% | +8.9% |
| 30D | +15.7% | +0.3% | +15.4% | +15.5% |
| 3M | +35.2% | +6.2% | +29.0% | +31.8% |
| 6M | +6.1% | +9.5% | -3.5% | +2.4% |
| YTD | +32.6% | -8.1% | +40.7% | +35.5% |
| 1Y | +46.9% | -17.9% | +64.8% | +55.1% |
| 3Y | +276.3% | +41.5% | +234.8% | +224.7% |
| 5Y | +260.0% | +11.8% | +248.2% | +227.8% |
| 10Y | +508.5% | +275.4% | +233.1% | +235.2% |
| All | +5,933.7% | +301.7% | +5,632.0% | +2,740.8% |
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