+16.8%
NYT vs WU
-18.0%
+34.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.4% | -1.4% |
| 7D | -3.9% | +8.2% | -12.1% | -4.5% |
| 30D | +4.3% | +8.0% | -3.8% | +3.6% |
| 3M | -11.7% | -6.6% | -5.1% | -11.5% |
| 6M | -14.4% | -23.3% | +8.8% | -13.9% |
| YTD | -3.0% | -22.4% | +19.4% | -2.7% |
| All | +16.8% | -18.0% | +34.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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