+302.3%
NEM vs W
+158.6%
+143.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +7.8% | -4.2% | +12.1% | +8.2% |
| 3M | +30.2% | +26.9% | +3.3% | +27.3% |
| 6M | +9.6% | +31.2% | -21.6% | +6.6% |
| YTD | +27.8% | -1.8% | +29.7% | +26.5% |
| 1Y | +60.7% | +9.3% | +51.4% | +57.5% |
| 3Y | +245.3% | +33.2% | +212.1% | +224.5% |
| 5Y | +155.3% | -62.4% | +217.8% | +143.4% |
| All | +302.3% | +158.6% | +143.7% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling