+15.4%
NYT vs WETO
-99.2%
+114.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +20.4% | -16.1% | +4.2% |
| 7D | -2.6% | +36.5% | -39.1% | -2.7% |
| 30D | +5.3% | -14.4% | +19.7% | +5.3% |
| 3M | +5.9% | -82.5% | +88.4% | +5.7% |
| 6M | -17.8% | -97.9% | +80.1% | -16.7% |
| YTD | -0.3% | -98.8% | +98.5% | +1.0% |
| 1Y | +15.4% | -99.1% | +114.5% | +16.7% |
| All | +15.4% | -99.2% | +114.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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