+16.5%
NYT vs NWSA
+18.2%
-1.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.7% | -2.5% |
| 7D | -3.9% | +4.3% | -8.1% | -5.6% |
| 30D | +4.3% | +5.6% | -1.3% | +1.8% |
| 3M | -11.7% | +7.3% | -19.0% | -14.4% |
| 6M | -14.4% | +18.8% | -33.3% | -20.3% |
| YTD | -3.0% | +17.9% | -20.9% | -9.9% |
| 1Y | +16.5% | +19.3% | -2.8% | +8.1% |
| All | +16.5% | +18.2% | -1.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling