+41.6%
NYT vs WCC
+224.0%
-182.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | -0.1% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | +4.6% | -2.1% | +6.7% | +4.8% |
| 3M | -9.6% | +3.8% | -13.4% | -10.6% |
| 6M | -14.0% | +35.0% | -49.0% | -19.1% |
| YTD | -2.8% | +46.4% | -49.2% | -10.3% |
| 1Y | +15.6% | +63.0% | -47.4% | +4.2% |
| 3Y | +56.3% | +133.9% | -77.6% | +25.4% |
| All | +41.6% | +224.0% | -182.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling