+722.5%
SW vs NYT
+384.3%
+338.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.3% |
| 7D | +2.3% | -2.6% | +4.9% | +2.5% |
| 30D | +6.8% | +5.3% | +1.5% | +6.3% |
| 3M | -5.2% | +5.9% | -11.1% | -5.7% |
| 6M | +7.4% | -17.8% | +25.2% | +8.8% |
| YTD | +17.4% | -0.3% | +17.7% | +17.1% |
| 1Y | +27.1% | +15.4% | +11.7% | +25.4% |
| 3Y | +47.9% | +70.8% | -23.0% | +41.3% |
| 5Y | -2.6% | +44.1% | -46.6% | -6.5% |
| 10Y | +182.7% | +583.5% | -400.9% | +147.0% |
| All | +722.5% | +384.3% | +338.2% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling