+13,680.6%
GWW vs NYT
+758.3%
+12,922.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | -2.4% | -9.6% | +7.2% | -0.6% |
| 6M | +15.7% | -14.0% | +29.7% | +18.9% |
| YTD | +27.6% | -2.8% | +30.4% | +26.9% |
| 1Y | +27.2% | +15.6% | +11.6% | +21.2% |
| 3Y | +89.7% | +56.3% | +33.4% | +65.9% |
| 5Y | +223.9% | +39.5% | +184.4% | +184.9% |
| 10Y | +567.1% | +488.0% | +79.1% | +295.9% |
| All | +13,680.6% | +758.3% | +12,922.3% | +6,671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling