+448.4%
NEM vs BWA
+3,371.1%
-2,922.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | +10.0% | -5.6% | +15.5% | +10.9% |
| 3M | +30.9% | -10.7% | +41.6% | +33.1% |
| 6M | +10.5% | +23.2% | -12.6% | +7.4% |
| YTD | +29.7% | +46.0% | -16.3% | +22.6% |
| 1Y | +71.1% | +51.2% | +20.0% | +61.0% |
| 3Y | +252.1% | +69.6% | +182.5% | +222.5% |
| 5Y | +157.7% | +86.6% | +71.1% | +129.6% |
| 10Y | +319.4% | +152.3% | +167.1% | +242.8% |
| All | +448.4% | +3,371.1% | -2,922.7% | +282.5% |
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