+481.9%
NYT vs WTW
+198.0%
+283.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.6% | -5.7% | +5.1% | +1.3% |
| 30D | +4.6% | -7.3% | +11.8% | +7.1% |
| 3M | -9.6% | +21.5% | -31.0% | -15.5% |
| 6M | -14.0% | +9.6% | -23.6% | -17.3% |
| YTD | -2.8% | -3.3% | +0.4% | -3.2% |
| 1Y | +15.6% | -6.1% | +21.7% | +16.2% |
| 3Y | +56.3% | +61.8% | -5.5% | +25.8% |
| 5Y | +39.5% | +42.7% | -3.2% | +16.5% |
| All | +481.9% | +198.0% | +283.9% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling