+715.5%
NYT vs BBWI
+914.8%
-199.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | -0.7% | -8.0% | +7.3% | +1.1% |
| 30D | +4.5% | -6.6% | +11.1% | +5.6% |
| 3M | -8.5% | -2.7% | -5.8% | -8.8% |
| 6M | -15.1% | -12.8% | -2.3% | -14.2% |
| YTD | -3.3% | -10.5% | +7.2% | -3.6% |
| 1Y | +17.0% | -35.3% | +52.3% | +23.6% |
| 3Y | +55.7% | -47.7% | +103.4% | +63.1% |
| 5Y | +38.9% | -68.9% | +107.7% | +57.4% |
| 10Y | +485.3% | -58.0% | +543.3% | +410.8% |
| All | +715.5% | +914.8% | -199.3% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling