+26,336.4%
WM vs NYT
+763.5%
+25,572.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | -2.4% | +2.7% | -5.1% | -2.8% |
| 3M | +0.4% | -10.3% | +10.7% | +1.9% |
| 6M | -9.5% | -16.6% | +7.1% | -7.3% |
| YTD | +0.5% | -2.3% | +2.8% | +0.2% |
| 1Y | -1.1% | +15.0% | -16.1% | -4.0% |
| 3Y | +46.0% | +57.1% | -11.1% | +33.5% |
| 5Y | +51.8% | +37.2% | +14.6% | +39.4% |
| 10Y | +307.5% | +464.3% | -156.8% | +184.3% |
| All | +26,336.4% | +763.5% | +25,572.9% | +15,872.6% |
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 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