+183.3%
SW vs NYT
+611.9%
-428.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.3% | -0.5% |
| 7D | +1.8% | +3.2% | -1.3% | +1.3% |
| 30D | +7.0% | +8.8% | -1.8% | +5.7% |
| 3M | -7.6% | +14.0% | -21.6% | -9.5% |
| 6M | +8.5% | -8.5% | +17.1% | +9.4% |
| YTD | +17.7% | +5.2% | +12.4% | +16.1% |
| 1Y | +27.1% | +19.1% | +8.0% | +23.2% |
| 3Y | +48.2% | +73.3% | -25.1% | +35.5% |
| 5Y | -2.3% | +55.7% | -58.0% | -10.5% |
| 10Y | +183.3% | +587.1% | -403.8% | +104.4% |
| All | +183.3% | +611.9% | -428.6% | +104.4% |
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