+1,188.5%
WDC vs NYT
+489.9%
+698.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.2% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -1.5% | +4.6% | -6.1% | -3.2% |
| 3M | -15.5% | -9.6% | -5.9% | -13.7% |
| 6M | +66.5% | -14.0% | +80.5% | +72.8% |
| YTD | +159.9% | -2.8% | +162.7% | +155.2% |
| 1Y | +366.0% | +15.6% | +350.4% | +323.2% |
| 3Y | +1,285.8% | +56.3% | +1,229.5% | +969.4% |
| 5Y | +925.6% | +39.5% | +886.1% | +698.8% |
| All | +1,188.5% | +489.9% | +698.6% | +534.6% |
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 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