+719.3%
NYT vs WSM
+34,573.3%
-33,854.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +4.6% | -7.7% | +12.3% | +6.2% |
| 3M | -9.6% | +3.8% | -13.4% | -10.4% |
| 6M | -14.0% | +22.7% | -36.7% | -17.7% |
| YTD | -2.8% | +28.0% | -30.8% | -8.1% |
| 1Y | +15.6% | +12.7% | +2.9% | +11.8% |
| 3Y | +56.3% | +231.3% | -175.0% | +17.1% |
| 5Y | +39.5% | +177.2% | -137.7% | +5.2% |
| 10Y | +488.0% | +1,065.8% | -577.7% | +213.5% |
| All | +719.3% | +34,573.3% | -33,854.0% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling