+916.1%
WDC vs NYT
+38.8%
+877.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.1% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | -1.5% | +4.6% | -6.1% | -2.6% |
| 3M | -15.5% | -9.6% | -5.9% | -14.2% |
| 6M | +66.5% | -14.0% | +80.5% | +71.1% |
| YTD | +159.9% | -2.8% | +162.7% | +156.4% |
| 1Y | +366.0% | +15.6% | +350.4% | +332.7% |
| 3Y | +1,285.8% | +56.3% | +1,229.5% | +1,022.7% |
| All | +916.1% | +38.8% | +877.3% | +635.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling