-24.3%
WY vs SONY
+42.2%
-66.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -4.2% | -2.7% | -1.5% | -3.7% |
| 30D | -10.1% | +1.5% | -11.6% | -10.4% |
| 3M | -8.5% | +13.0% | -21.5% | -10.7% |
| 6M | -3.3% | +11.2% | -14.6% | -5.8% |
| YTD | -4.4% | -6.6% | +2.2% | -3.2% |
| 1Y | -11.5% | -18.1% | +6.6% | -7.9% |
| 3Y | -24.3% | +42.1% | -66.4% | -32.5% |
| All | -24.3% | +42.2% | -66.6% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling