+302.3%
NEM vs NWSA
+149.4%
+153.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -2.8% | +1.8% | -0.6% |
| 30D | +7.8% | +3.0% | +4.8% | +7.4% |
| 3M | +30.2% | +12.3% | +17.9% | +28.0% |
| 6M | +9.6% | +21.9% | -12.3% | +6.4% |
| YTD | +27.8% | +13.6% | +14.3% | +25.0% |
| 1Y | +60.7% | +0.5% | +60.2% | +59.8% |
| 3Y | +245.3% | +43.8% | +201.5% | +225.1% |
| 5Y | +155.3% | +41.2% | +114.2% | +137.0% |
| All | +302.3% | +149.4% | +153.0% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling