+158.3%
NYT vs WCN
+6,623.4%
-6,465.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.2% |
| 30D | +4.6% | -3.4% | +8.0% | +5.5% |
| 3M | -9.6% | +3.0% | -12.5% | -10.3% |
| 6M | -14.0% | -3.8% | -10.3% | -13.5% |
| YTD | -2.8% | -8.3% | +5.5% | -1.3% |
| 1Y | +15.6% | -9.7% | +25.3% | +17.8% |
| 3Y | +56.3% | +17.2% | +39.2% | +48.4% |
| 5Y | +39.5% | +25.3% | +14.2% | +29.8% |
| 10Y | +488.0% | +235.4% | +252.7% | +327.9% |
| All | +158.3% | +6,623.4% | -6,465.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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