+481.9%
NYT vs BBWI
-55.0%
+536.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -6.0% | -0.4% |
| 7D | -0.6% | -4.8% | +4.2% | 0.0% |
| 30D | +4.6% | +3.5% | +1.1% | +3.8% |
| 3M | -9.6% | -0.3% | -9.3% | -10.0% |
| 6M | -14.0% | -5.4% | -8.6% | -14.4% |
| YTD | -2.8% | -4.7% | +1.9% | -3.7% |
| 1Y | +15.6% | -30.5% | +46.1% | +18.7% |
| 3Y | +56.3% | -44.3% | +100.6% | +60.2% |
| 5Y | +39.5% | -66.9% | +106.4% | +50.1% |
| All | +481.9% | -55.0% | +536.9% | +444.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling