+14,978.9%
WWD vs NYT
+649.3%
+14,329.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -2.9% | -0.7% | -2.1% | -2.6% |
| 30D | -6.6% | +4.5% | -11.1% | -8.0% |
| 3M | -9.3% | -8.5% | -0.8% | -7.4% |
| 6M | -13.6% | -15.1% | +1.4% | -9.6% |
| YTD | +10.4% | -3.3% | +13.6% | +10.0% |
| 1Y | +39.9% | +17.0% | +22.9% | +30.3% |
| 3Y | +165.0% | +55.7% | +109.4% | +118.6% |
| 5Y | +183.8% | +38.9% | +144.9% | +135.5% |
| 10Y | +486.6% | +485.3% | +1.3% | +181.9% |
| All | +14,978.9% | +649.3% | +14,329.7% | +6,310.9% |
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