+300.2%
NEM vs BWA
+153.1%
+147.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +7.8% | -5.5% | +13.3% | +8.7% |
| 3M | +36.3% | -7.6% | +43.9% | +37.8% |
| 6M | +6.6% | +25.0% | -18.4% | +3.6% |
| YTD | +27.1% | +47.0% | -19.8% | +20.8% |
| 1Y | +62.3% | +54.0% | +8.3% | +53.4% |
| 3Y | +245.1% | +70.7% | +174.4% | +218.3% |
| 5Y | +154.0% | +86.7% | +67.3% | +129.7% |
| All | +300.2% | +153.1% | +147.1% | +266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling