+15.6%
NYT vs WTW
-3.2%
+18.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.6% | -5.7% | +5.1% | -0.1% |
| 30D | +4.6% | -7.3% | +11.8% | +5.2% |
| 3M | -9.6% | +21.5% | -31.0% | -10.8% |
| 6M | -14.0% | +9.6% | -23.6% | -15.1% |
| YTD | -2.8% | -3.3% | +0.4% | -5.1% |
| 1Y | +15.6% | -6.1% | +21.7% | +11.6% |
| All | +15.6% | -3.2% | +18.8% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling