+157.7%
NEM vs BBWI
-68.8%
+226.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.6% |
| 7D | +3.1% | -4.4% | +7.5% | +3.3% |
| 30D | +10.0% | -7.4% | +17.4% | +10.3% |
| 3M | +30.9% | -2.2% | +33.1% | +30.6% |
| 6M | +10.5% | -16.3% | +26.8% | +11.1% |
| YTD | +29.7% | -9.1% | +38.9% | +29.4% |
| 1Y | +71.1% | -34.5% | +105.6% | +73.3% |
| 3Y | +252.1% | -47.0% | +299.1% | +257.5% |
| 5Y | +157.7% | -68.8% | +226.6% | +146.4% |
| All | +157.7% | -68.8% | +226.5% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling