+51.1%
NEM vs BBWI
+2.4%
+48.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.8% | +9.6% |
| 7D | +3.7% | +8.8% | -5.1% | +3.1% |
| 30D | +2.0% | +34.8% | -32.8% | 0.0% |
| 3M | +21.1% | +12.9% | +8.2% | +20.2% |
| 6M | +9.5% | +29.6% | -20.1% | +6.7% |
| YTD | +19.1% | +20.8% | -1.7% | +15.1% |
| 1Y | +51.1% | +4.1% | +47.0% | +49.8% |
| All | +51.1% | +2.4% | +48.7% | +49.8% |
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