+265.4%
WPM vs NYT
+38.8%
+226.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +14.4% | +4.6% | +9.8% | +13.8% |
| 3M | +37.0% | -9.6% | +46.6% | +38.0% |
| 6M | +4.1% | -14.0% | +18.1% | +5.6% |
| YTD | +31.7% | -2.8% | +34.6% | +31.1% |
| 1Y | +44.2% | +15.6% | +28.6% | +39.8% |
| 3Y | +265.5% | +56.3% | +209.2% | +234.0% |
| All | +265.4% | +38.8% | +226.6% | +210.4% |
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