+41.6%
NYT vs WU
-51.3%
+93.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.6% | -3.5% | +2.9% | 0.0% |
| 30D | +4.6% | -2.9% | +7.5% | +5.1% |
| 3M | -9.6% | -2.3% | -7.3% | -9.8% |
| 6M | -14.0% | -25.4% | +11.4% | -9.7% |
| YTD | -2.8% | -21.2% | +18.4% | +0.6% |
| 1Y | +15.6% | -8.9% | +24.5% | +15.3% |
| 3Y | +56.3% | -29.0% | +85.3% | +63.2% |
| All | +41.6% | -51.3% | +93.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling