+72.7%
NEM vs BWA
+59.1%
+13.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -3.0% |
| 7D | +0.3% | +5.7% | -5.4% | -2.1% |
| 30D | +23.1% | +1.4% | +21.7% | +22.1% |
| 3M | +18.5% | -12.1% | +30.6% | +24.3% |
| 6M | +7.8% | +28.6% | -20.8% | -1.4% |
| YTD | +29.1% | +51.1% | -22.0% | +4.7% |
| 1Y | +72.7% | +55.9% | +16.8% | +37.8% |
| All | +72.7% | +59.1% | +13.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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