+417.4%
WDC vs NYT
+15.2%
+402.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.9% |
| 7D | +1.7% | -1.3% | +3.0% | +1.4% |
| 30D | -10.0% | +2.7% | -12.7% | -9.4% |
| 3M | -18.8% | -10.3% | -8.4% | -19.1% |
| 6M | +79.0% | -16.6% | +95.6% | +78.5% |
| YTD | +171.6% | -2.3% | +173.8% | +202.1% |
| 1Y | +417.4% | +15.0% | +402.4% | +538.6% |
| All | +417.4% | +15.2% | +402.2% | +538.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling