+60.7%
NEM vs NWSA
+3.0%
+57.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -2.8% | +1.8% | -1.1% |
| 30D | +7.8% | +3.0% | +4.8% | +8.2% |
| 3M | +30.2% | +12.3% | +17.9% | +30.5% |
| 6M | +9.6% | +21.9% | -12.3% | +9.6% |
| YTD | +27.8% | +13.6% | +14.3% | +27.0% |
| 1Y | +60.7% | +0.5% | +60.2% | +59.9% |
| All | +60.7% | +3.0% | +57.7% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling