+5,449.9%
WMB vs NYT
+754.7%
+4,695.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | +4.6% | +2.8% | +1.8% | +3.7% |
| 3M | +5.7% | -9.2% | +15.0% | +8.0% |
| 6M | +4.2% | -17.1% | +21.3% | +8.7% |
| YTD | +26.8% | -3.2% | +30.1% | +26.0% |
| 1Y | +34.7% | +15.7% | +19.0% | +26.2% |
| 3Y | +146.8% | +55.7% | +91.1% | +106.1% |
| 5Y | +285.0% | +39.4% | +245.7% | +222.2% |
| 10Y | +313.2% | +485.6% | -172.4% | +107.0% |
| All | +5,449.9% | +754.7% | +4,695.1% | +2,035.6% |
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