+9,034.5%
ITW vs NYT
+758.3%
+8,276.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -8.3% | +4.6% | -12.9% | -9.4% |
| 3M | +6.0% | -9.6% | +15.6% | +8.2% |
| 6M | 0.0% | -14.0% | +14.0% | +3.1% |
| YTD | +10.2% | -2.8% | +13.1% | +9.8% |
| 1Y | +3.2% | +15.6% | -12.4% | -2.0% |
| 3Y | +21.0% | +56.3% | -35.3% | +4.5% |
| 5Y | +37.9% | +39.5% | -1.6% | +19.8% |
| 10Y | +193.2% | +488.0% | -294.8% | +65.0% |
| All | +9,034.5% | +758.3% | +8,276.2% | +3,719.1% |
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