+147.8%
SW vs NYT
+461.8%
-314.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | -1.3% | -3.8% | -4.9% |
| 30D | -4.6% | +2.7% | -7.3% | -5.0% |
| 3M | +9.4% | -10.3% | +19.7% | +10.8% |
| 6M | +3.5% | -16.6% | +20.1% | +5.9% |
| YTD | +22.0% | -2.3% | +24.3% | +21.9% |
| 1Y | +2.2% | +15.0% | -12.8% | -0.2% |
| 3Y | +19.6% | +57.1% | -37.6% | +11.0% |
| 5Y | -2.3% | +37.2% | -39.5% | -9.1% |
| All | +147.8% | +461.8% | -314.0% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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