+113.2%
WDC vs NYT
+16.5%
+96.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.8% | -7.0% |
| 7D | -18.3% | -3.9% | -14.4% | -18.9% |
| 30D | -26.7% | +4.3% | -31.0% | -26.0% |
| 3M | -40.9% | -11.7% | -29.2% | -42.4% |
| 6M | -26.8% | -14.4% | -12.3% | -26.1% |
| YTD | +88.2% | -3.0% | +91.2% | +103.1% |
| 1Y | +113.2% | +16.5% | +96.6% | +133.7% |
| All | +113.2% | +16.5% | +96.7% | +133.7% |
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