+7.8%
NEM vs W
+29.5%
-21.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.2% |
| 7D | +0.3% | -4.2% | +4.5% | +1.0% |
| 30D | +23.1% | -7.6% | +30.6% | +24.6% |
| 3M | +18.5% | +37.2% | -18.7% | +7.5% |
| 6M | +7.8% | +26.3% | -18.5% | -0.4% |
| All | +7.8% | +29.5% | -21.7% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling