+4,053.8%
WAB vs NYT
+776.7%
+3,277.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -5.9% | +4.5% | -10.3% | -7.2% |
| 3M | +9.4% | -8.5% | +17.9% | +11.4% |
| 6M | +13.8% | -15.1% | +28.9% | +18.3% |
| YTD | +31.8% | -3.3% | +35.1% | +31.0% |
| 1Y | +48.5% | +17.0% | +31.5% | +38.6% |
| 3Y | +167.0% | +55.7% | +111.3% | +123.0% |
| 5Y | +222.3% | +38.9% | +183.5% | +171.7% |
| 10Y | +289.6% | +485.3% | -195.7% | +95.9% |
| All | +4,053.8% | +776.7% | +3,277.2% | +1,440.3% |
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