-2.6%
SW vs NYT
+43.1%
-45.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.6% |
| 7D | +2.3% | -2.6% | +4.9% | +2.7% |
| 30D | +6.8% | +5.3% | +1.5% | +5.9% |
| 3M | -5.2% | +5.9% | -11.1% | -6.3% |
| 6M | +7.4% | -17.8% | +25.2% | +10.4% |
| YTD | +17.4% | -0.3% | +17.7% | +16.7% |
| 1Y | +27.1% | +15.4% | +11.7% | +23.3% |
| 3Y | +47.9% | +70.8% | -23.0% | +33.4% |
| All | -2.6% | +43.1% | -45.7% | -7.5% |
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