+72.7%
NEM vs BBWI
-34.3%
+107.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.0% |
| 7D | +0.3% | +1.5% | -1.2% | +0.2% |
| 30D | +23.1% | -5.2% | +28.3% | +23.6% |
| 3M | +18.5% | +11.1% | +7.4% | +16.9% |
| 6M | +7.8% | -13.4% | +21.2% | +8.2% |
| YTD | +29.1% | +0.1% | +29.0% | +27.0% |
| 1Y | +72.7% | -36.1% | +108.8% | +68.9% |
| All | +72.7% | -34.3% | +107.0% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling