+166.9%
NYT vs WCC
+1,738.8%
-1,571.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.4% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +4.6% | -2.3% | +6.9% | +4.9% |
| 3M | -9.6% | +3.7% | -13.3% | -11.3% |
| 6M | -14.0% | +34.8% | -48.8% | -21.3% |
| YTD | -2.8% | +46.1% | -49.0% | -13.3% |
| 1Y | +15.6% | +62.7% | -47.2% | -0.1% |
| 3Y | +56.3% | +133.6% | -77.3% | +17.6% |
| 5Y | +39.5% | +226.1% | -186.6% | -7.4% |
| 10Y | +488.0% | +535.6% | -47.6% | +196.3% |
| All | +166.9% | +1,738.8% | -1,571.9% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling