+482.1%
WWD vs SONY
+293.1%
+189.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.8% |
| 7D | -2.6% | -2.7% | +0.1% | -1.6% |
| 30D | -6.9% | +1.5% | -8.5% | -7.6% |
| 3M | -13.0% | +13.0% | -26.0% | -17.4% |
| 6M | -12.5% | +11.2% | -23.7% | -16.7% |
| YTD | +11.8% | -6.6% | +18.5% | +13.4% |
| 1Y | +41.1% | -18.1% | +59.2% | +49.8% |
| 3Y | +163.1% | +42.1% | +121.0% | +117.2% |
| 5Y | +187.6% | +11.0% | +176.6% | +157.1% |
| All | +482.1% | +293.1% | +189.1% | +258.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling