+29,465.1%
WM vs NYT
+837.8%
+28,627.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +3.2% | +6.5% | -3.3% | +2.1% |
| 30D | +13.0% | +8.4% | +4.6% | +11.5% |
| 3M | +9.2% | +13.9% | -4.7% | +6.7% |
| 6M | +13.6% | -4.8% | +18.4% | +13.9% |
| YTD | +12.4% | +6.2% | +6.2% | +10.4% |
| 1Y | +21.2% | +14.3% | +6.9% | +17.6% |
| 3Y | +48.7% | +73.6% | -24.9% | +33.6% |
| 5Y | +61.9% | +60.6% | +1.2% | +44.7% |
| 10Y | +331.0% | +550.8% | -219.8% | +193.3% |
| All | +29,465.1% | +837.8% | +28,627.3% | +17,493.0% |
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