+166.1%
WAT vs NYT
+489.9%
-323.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -1.9% | +4.6% | -6.5% | -2.9% |
| 3M | +13.5% | -9.6% | +23.1% | +15.5% |
| 6M | +37.2% | -14.0% | +51.2% | +40.9% |
| YTD | +7.5% | -2.8% | +10.3% | +7.0% |
| 1Y | +35.0% | +15.6% | +19.4% | +28.5% |
| 3Y | +55.1% | +56.3% | -1.2% | +35.4% |
| 5Y | -2.8% | +39.5% | -42.3% | -15.2% |
| All | +166.1% | +489.9% | -323.8% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling