+184.4%
SW vs NYT
+573.5%
-389.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +2.2% | +8.1% | -6.0% | +1.0% |
| 30D | +7.4% | +9.4% | -2.0% | +6.0% |
| 3M | -5.9% | +12.4% | -18.3% | -7.7% |
| 6M | +9.0% | -8.0% | +17.0% | +9.8% |
| YTD | +18.1% | +5.8% | +12.3% | +16.5% |
| 1Y | +28.7% | +17.4% | +11.3% | +25.0% |
| 3Y | +48.8% | +72.4% | -23.7% | +36.1% |
| 5Y | +2.5% | +61.3% | -58.8% | -6.6% |
| All | +184.4% | +573.5% | -389.0% | +106.1% |
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