+628.6%
WY vs NYT
+758.3%
-129.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | -10.1% | +4.6% | -14.7% | -11.4% |
| 3M | -8.5% | -9.6% | +1.1% | -6.1% |
| 6M | -3.3% | -14.0% | +10.7% | +0.4% |
| YTD | -4.4% | -2.8% | -1.6% | -5.0% |
| 1Y | -11.5% | +15.6% | -27.1% | -17.1% |
| 3Y | -24.3% | +56.3% | -80.6% | -37.2% |
| 5Y | -21.3% | +39.5% | -60.8% | -34.1% |
| 10Y | +7.0% | +488.0% | -481.0% | -46.4% |
| All | +628.6% | +758.3% | -129.7% | +160.6% |
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