+369.2%
NEM vs NWSA
+102.5%
+266.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | +0.1% |
| 7D | -6.4% | +2.2% | -8.6% | -6.7% |
| 30D | +1.4% | -8.8% | +10.2% | +2.6% |
| 3M | -0.7% | -6.5% | +5.8% | 0.0% |
| 6M | -4.5% | +1.5% | -6.0% | -5.2% |
| YTD | +14.0% | +4.0% | +10.0% | +12.5% |
| 1Y | +27.3% | +3.4% | +23.8% | +25.6% |
| 3Y | +250.5% | +34.8% | +215.7% | +230.7% |
| 5Y | +121.1% | +18.4% | +102.7% | +109.1% |
| 10Y | +358.3% | +149.2% | +209.1% | +276.0% |
| All | +369.2% | +102.5% | +266.6% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling