+250.5%
NEM vs BWA
+67.1%
+183.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | +10.0% | -5.6% | +15.5% | +11.8% |
| 3M | +30.9% | -10.7% | +41.6% | +35.1% |
| 6M | +10.5% | +23.2% | -12.6% | +4.9% |
| YTD | +29.7% | +46.0% | -16.3% | +16.7% |
| 1Y | +71.1% | +51.2% | +20.0% | +52.6% |
| All | +250.5% | +67.1% | +183.3% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling