+62.3%
NEM vs BBWI
-35.0%
+97.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -3.3% | -8.0% | +4.7% | -2.8% |
| 30D | +7.8% | -6.6% | +14.5% | +8.1% |
| 3M | +36.3% | -2.7% | +39.0% | +35.5% |
| 6M | +6.6% | -12.8% | +19.3% | +6.7% |
| YTD | +27.1% | -10.5% | +37.6% | +25.7% |
| 1Y | +62.3% | -35.3% | +97.7% | +62.4% |
| All | +62.3% | -35.0% | +97.3% | +62.4% |
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