+5,773.0%
WPM vs NYT
+181.3%
+5,591.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.7% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | +12.5% | +4.5% | +8.0% | +11.5% |
| 3M | +40.6% | -8.5% | +49.1% | +42.3% |
| 6M | +0.5% | -15.1% | +15.6% | +3.2% |
| YTD | +29.0% | -3.3% | +32.3% | +28.5% |
| 1Y | +43.8% | +17.0% | +26.8% | +37.4% |
| 3Y | +266.3% | +55.7% | +210.6% | +224.5% |
| 5Y | +255.1% | +38.9% | +216.2% | +215.2% |
| 10Y | +526.8% | +485.3% | +41.5% | +265.9% |
| All | +5,773.0% | +181.3% | +5,591.7% | +2,871.1% |
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