+10,605.7%
WAT vs NYT
+554.1%
+10,051.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | -1.7% | +2.8% | -4.5% | -2.3% |
| 3M | +9.1% | -9.2% | +18.3% | +10.8% |
| 6M | +32.4% | -17.1% | +49.5% | +37.2% |
| YTD | +6.6% | -3.2% | +9.8% | +6.3% |
| 1Y | +34.7% | +15.7% | +19.0% | +28.6% |
| 3Y | +53.6% | +55.7% | -2.1% | +35.4% |
| 5Y | -4.1% | +39.4% | -43.4% | -14.8% |
| 10Y | +167.9% | +485.6% | -317.7% | +64.0% |
| All | +10,605.7% | +554.1% | +10,051.6% | +5,893.0% |
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 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