+481.9%
NYT vs WU
-39.1%
+521.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.6% | -3.5% | +2.9% | +0.2% |
| 30D | +4.6% | -2.9% | +7.5% | +5.2% |
| 3M | -9.6% | -2.3% | -7.3% | -9.9% |
| 6M | -14.0% | -25.4% | +11.4% | -8.5% |
| YTD | -2.8% | -21.2% | +18.4% | +1.5% |
| 1Y | +15.6% | -8.9% | +24.5% | +15.5% |
| 3Y | +56.3% | -29.0% | +85.3% | +64.6% |
| 5Y | +39.5% | -50.7% | +90.3% | +61.1% |
| All | +481.9% | -39.1% | +521.1% | +500.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling