-20.9%
WY vs SONY
+9.6%
-30.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -4.2% | -2.7% | -1.5% | -3.4% |
| 30D | -10.1% | +1.5% | -11.6% | -10.6% |
| 3M | -8.5% | +13.0% | -21.5% | -12.0% |
| 6M | -3.3% | +11.2% | -14.6% | -7.1% |
| YTD | -4.4% | -6.6% | +2.2% | -3.0% |
| 1Y | -11.5% | -18.1% | +6.6% | -6.7% |
| 3Y | -24.3% | +42.1% | -66.4% | -36.5% |
| All | -20.9% | +9.6% | -30.6% | -29.5% |
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 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