+272.0%
NYT vs WU
-22.4%
+294.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -0.6% | -3.5% | +2.9% | +0.7% |
| 30D | +4.6% | -2.9% | +7.5% | +5.6% |
| 3M | -9.6% | -2.3% | -7.3% | -10.2% |
| 6M | -14.0% | -25.4% | +11.4% | -5.8% |
| YTD | -2.8% | -21.2% | +18.4% | +3.7% |
| 1Y | +15.6% | -8.9% | +24.5% | +15.4% |
| 3Y | +56.3% | -29.0% | +85.3% | +67.6% |
| 5Y | +39.5% | -50.7% | +90.3% | +69.0% |
| 10Y | +488.0% | -39.7% | +527.8% | +509.5% |
| All | +272.0% | -22.4% | +294.4% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling