+153.4%
NEM vs W
-63.0%
+216.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +3.9% | +6.5% | -2.6% | +3.3% |
| 30D | +12.7% | -6.2% | +18.9% | +13.3% |
| 3M | +28.7% | +48.9% | -20.2% | +23.8% |
| 6M | +9.8% | +31.2% | -21.4% | +6.4% |
| YTD | +28.1% | -0.4% | +28.5% | +26.4% |
| 1Y | +69.3% | +14.8% | +54.5% | +65.0% |
| 3Y | +247.7% | +40.5% | +207.2% | +224.1% |
| 5Y | +153.4% | -62.1% | +215.5% | +107.0% |
| All | +153.4% | -63.0% | +216.3% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling