+258.2%
NEM vs SW
+730.4%
-472.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +7.1% | +4.7% | +2.4% | +6.9% |
| 30D | +2.9% | +5.0% | -2.1% | +2.6% |
| 3M | +15.0% | -7.3% | +22.4% | +15.4% |
| 6M | +10.3% | +15.0% | -4.7% | +9.6% |
| YTD | +20.7% | +18.5% | +2.1% | +19.8% |
| 1Y | +48.0% | +27.1% | +20.9% | +46.6% |
| 3Y | +225.0% | +49.3% | +175.7% | +220.3% |
| 5Y | +143.7% | -1.6% | +145.4% | +140.4% |
| 10Y | +305.3% | +185.4% | +119.9% | +287.7% |
| All | +258.2% | +730.4% | -472.2% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling