+247.7%
NEM vs BBWI
-44.4%
+292.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | +3.9% | +1.6% | +2.3% | +3.7% |
| 30D | +12.7% | -6.2% | +18.9% | +13.2% |
| 3M | +28.7% | +4.3% | +24.3% | +27.6% |
| 6M | +9.8% | -7.2% | +16.9% | +9.6% |
| YTD | +28.1% | -3.0% | +31.1% | +26.9% |
| 1Y | +69.3% | -30.8% | +100.1% | +71.9% |
| 3Y | +247.7% | -43.4% | +291.1% | +234.5% |
| All | +247.7% | -44.4% | +292.1% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling