+379.9%
NEM vs W
+224.5%
+155.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +0.3% | -7.4% | +7.7% | +0.9% |
| 30D | +1.1% | +7.8% | -6.7% | +0.5% |
| 3M | +1.3% | +10.9% | -9.6% | +0.4% |
| 6M | -1.4% | +86.4% | -87.8% | -6.4% |
| YTD | +19.4% | +14.0% | +5.5% | +16.8% |
| 1Y | +32.9% | +3.5% | +29.4% | +30.8% |
| 3Y | +267.0% | +164.8% | +102.2% | +230.8% |
| 5Y | +131.0% | -53.1% | +184.1% | +116.9% |
| 10Y | +379.9% | +220.4% | +159.5% | +277.6% |
| All | +379.9% | +224.5% | +155.4% | +277.6% |
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