+71.1%
NEM vs W
+15.1%
+56.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +3.1% | +5.9% | -2.9% | +2.0% |
| 30D | +10.0% | -3.0% | +13.0% | +10.5% |
| 3M | +30.9% | +40.3% | -9.5% | +20.5% |
| 6M | +10.5% | +32.2% | -21.7% | +2.2% |
| YTD | +29.7% | -0.3% | +30.0% | +25.3% |
| 1Y | +71.1% | +16.2% | +55.0% | +58.5% |
| All | +71.1% | +15.1% | +56.0% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling