-1.7%
SW vs NYT
+56.4%
-58.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -3.0% | +9.0% | -12.0% | -4.3% |
| 30D | +4.2% | +6.8% | -2.7% | +3.1% |
| 3M | -11.5% | +12.1% | -23.7% | -13.3% |
| 6M | +8.6% | -7.7% | +16.3% | +9.5% |
| YTD | +15.0% | +4.2% | +10.8% | +13.5% |
| 1Y | +25.7% | +14.3% | +11.3% | +22.2% |
| 3Y | +44.8% | +69.8% | -25.0% | +31.1% |
| 5Y | -1.7% | +57.7% | -59.4% | -8.6% |
| All | -1.7% | +56.4% | -58.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling