+382.1%
NEM vs BWA
+2,606.8%
-2,224.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.4% | +4.3% | -10.7% | -7.0% |
| 30D | +1.4% | -13.0% | +14.4% | +3.5% |
| 3M | -0.7% | -24.8% | +24.1% | +3.5% |
| 6M | -4.5% | -23.5% | +19.0% | -0.6% |
| YTD | +14.0% | +13.8% | +0.2% | +11.8% |
| 1Y | +27.3% | +13.4% | +13.8% | +24.8% |
| 3Y | +250.5% | +62.8% | +187.7% | +224.4% |
| 5Y | +121.1% | +28.5% | +92.6% | +107.8% |
| 10Y | +358.3% | +95.4% | +262.9% | +289.3% |
| All | +382.1% | +2,606.8% | -2,224.7% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling