+16.5%
NYT vs WSM
+44.0%
-27.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.6% |
| 7D | -3.9% | +8.0% | -11.9% | -4.7% |
| 30D | +4.3% | +13.5% | -9.2% | +2.9% |
| 3M | -11.7% | +8.8% | -20.6% | -12.5% |
| 6M | -14.4% | +54.7% | -69.1% | -18.8% |
| YTD | -3.0% | +53.3% | -56.3% | -8.0% |
| 1Y | +16.5% | +41.1% | -24.6% | +11.0% |
| All | +16.5% | +44.0% | -27.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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