+427.0%
NEM vs NWSA
+123.2%
+303.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +3.9% | -2.6% | +6.5% | +4.3% |
| 30D | +12.7% | +4.6% | +8.2% | +12.0% |
| 3M | +28.7% | +10.2% | +18.5% | +26.6% |
| 6M | +9.8% | +21.6% | -11.9% | +6.3% |
| YTD | +28.1% | +14.6% | +13.5% | +24.9% |
| 1Y | +69.3% | +0.4% | +69.0% | +68.3% |
| 3Y | +247.7% | +45.0% | +202.7% | +225.4% |
| 5Y | +153.4% | +41.3% | +112.1% | +134.2% |
| 10Y | +291.3% | +142.8% | +148.5% | +225.2% |
| All | +427.0% | +123.2% | +303.8% | +346.0% |
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