+28.2%
SW vs NYT
+19.3%
+8.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.3% | -0.5% |
| 7D | +1.8% | +3.2% | -1.3% | +1.4% |
| 30D | +7.0% | +8.8% | -1.8% | +5.8% |
| 3M | -7.6% | +14.0% | -21.6% | -9.8% |
| 6M | +8.5% | -8.5% | +17.1% | +10.4% |
| YTD | +17.7% | +5.2% | +12.4% | +16.5% |
| All | +28.2% | +19.3% | +8.9% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling