+56.3%
NYT vs WST
-11.3%
+67.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | +4.6% | -1.7% | +6.3% | +4.6% |
| 3M | -9.6% | +4.9% | -14.5% | -9.8% |
| 6M | -14.0% | +45.5% | -59.5% | -15.3% |
| YTD | -2.8% | +26.1% | -29.0% | -3.8% |
| 1Y | +15.6% | +31.7% | -16.1% | +14.1% |
| 3Y | +56.3% | -12.1% | +68.4% | +56.6% |
| All | +56.3% | -11.3% | +67.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling