+481.9%
NYT vs WCC
+541.6%
-59.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | -0.3% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +4.6% | -2.1% | +6.7% | +4.8% |
| 3M | -9.6% | +3.8% | -13.4% | -11.0% |
| 6M | -14.0% | +35.0% | -49.0% | -20.5% |
| YTD | -2.8% | +46.4% | -49.2% | -12.2% |
| 1Y | +15.6% | +63.0% | -47.4% | +1.5% |
| 3Y | +56.3% | +133.9% | -77.6% | +20.4% |
| 5Y | +39.5% | +226.5% | -187.0% | -5.4% |
| All | +481.9% | +541.6% | -59.7% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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