+225.5%
GWW vs NYT
+38.8%
+186.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -1.9% | +4.6% | -6.5% | -2.8% |
| 3M | -2.4% | -9.6% | +7.2% | -0.8% |
| 6M | +15.7% | -14.0% | +29.7% | +18.5% |
| YTD | +27.6% | -2.8% | +30.4% | +26.5% |
| 1Y | +27.2% | +15.6% | +11.6% | +20.6% |
| 3Y | +89.7% | +56.3% | +33.4% | +64.3% |
| All | +225.5% | +38.8% | +186.7% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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