+157.7%
NEM vs BWA
+89.5%
+68.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | +10.0% | -5.6% | +15.5% | +11.3% |
| 3M | +30.9% | -10.7% | +41.6% | +34.0% |
| 6M | +10.5% | +23.2% | -12.6% | +6.4% |
| YTD | +29.7% | +46.0% | -16.3% | +20.5% |
| 1Y | +71.1% | +51.2% | +20.0% | +58.0% |
| 3Y | +252.1% | +69.6% | +182.5% | +212.2% |
| 5Y | +157.7% | +86.6% | +71.1% | +116.4% |
| All | +157.7% | +89.5% | +68.2% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling