+131.0%
NEM vs SW
+0.2%
+130.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +0.3% | -2.6% | +2.9% | +0.6% |
| 30D | +1.1% | +7.2% | -6.1% | +0.3% |
| 3M | +1.3% | -10.5% | +11.7% | +2.5% |
| 6M | -1.4% | +9.9% | -11.3% | -2.6% |
| YTD | +19.4% | +17.2% | +2.2% | +17.3% |
| 1Y | +32.9% | +26.5% | +6.4% | +29.8% |
| 3Y | +267.0% | +47.7% | +219.4% | +254.6% |
| 5Y | +131.0% | +0.2% | +130.8% | +108.8% |
| All | +131.0% | +0.2% | +130.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling