+472.4%
NEM vs GWW
+14,103.4%
-13,631.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | +3.9% | -1.5% | +5.4% | +4.1% |
| 30D | +12.7% | +1.1% | +11.6% | +12.5% |
| 3M | +28.7% | -1.0% | +29.6% | +28.6% |
| 6M | +9.8% | +16.3% | -6.5% | +7.3% |
| YTD | +28.1% | +28.5% | -0.4% | +23.5% |
| 1Y | +69.3% | +30.3% | +39.1% | +62.8% |
| 3Y | +247.7% | +91.6% | +156.1% | +214.7% |
| 5Y | +153.4% | +224.0% | -70.6% | +110.4% |
| 10Y | +291.3% | +551.3% | -260.0% | +184.5% |
| All | +472.4% | +14,103.4% | -13,631.0% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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