+472.4%
NEM vs BBWI
+999.2%
-526.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | +3.9% | +1.6% | +2.3% | +3.8% |
| 30D | +12.7% | -6.2% | +18.9% | +13.0% |
| 3M | +28.7% | +4.3% | +24.3% | +28.0% |
| 6M | +9.8% | -7.2% | +16.9% | +9.7% |
| YTD | +28.1% | -3.0% | +31.1% | +27.5% |
| 1Y | +69.3% | -30.8% | +100.1% | +71.3% |
| 3Y | +247.7% | -43.4% | +291.1% | +251.7% |
| 5Y | +153.4% | -66.7% | +220.1% | +160.3% |
| 10Y | +291.3% | -55.7% | +346.9% | +280.2% |
| All | +472.4% | +999.2% | -526.7% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling