+646.1%
WY vs SONY
+514.2%
+131.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.7% | -4.9% | +3.2% | -0.2% |
| 30D | -9.9% | -1.6% | -8.3% | -9.5% |
| 3M | -7.5% | +10.0% | -17.5% | -10.5% |
| 6M | -5.1% | +8.4% | -13.6% | -8.3% |
| YTD | -2.1% | -8.4% | +6.3% | -0.5% |
| 1Y | -7.3% | -18.4% | +11.0% | -2.9% |
| 3Y | -22.6% | +41.0% | -63.6% | -33.0% |
| 5Y | -19.8% | +9.3% | -29.1% | -25.8% |
| 10Y | +9.6% | +281.7% | -272.1% | -30.6% |
| All | +646.1% | +514.2% | +131.9% | +235.9% |
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