+125.4%
NYT vs WTW
+1,102.0%
-976.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.6% | -5.7% | +5.1% | +1.6% |
| 30D | +4.6% | -7.3% | +11.8% | +7.4% |
| 3M | -9.6% | +21.5% | -31.0% | -16.2% |
| 6M | -14.0% | +9.6% | -23.6% | -17.8% |
| YTD | -2.8% | -3.3% | +0.4% | -3.4% |
| 1Y | +15.6% | -6.1% | +21.7% | +16.0% |
| 3Y | +56.3% | +61.8% | -5.5% | +24.6% |
| 5Y | +39.5% | +42.7% | -3.2% | +15.8% |
| 10Y | +488.0% | +197.2% | +290.8% | +249.0% |
| All | +125.4% | +1,102.0% | -976.6% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling