+610.1%
NEM vs W
+176.2%
+433.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | +0.3% | -4.2% | +4.5% | +0.6% |
| 30D | +23.1% | -7.6% | +30.6% | +23.7% |
| 3M | +18.5% | +37.2% | -18.7% | +15.5% |
| 6M | +7.8% | +26.3% | -18.5% | +5.4% |
| YTD | +29.1% | -1.0% | +30.1% | +27.9% |
| 1Y | +72.7% | +20.1% | +52.6% | +68.7% |
| 3Y | +248.7% | +37.8% | +210.9% | +229.3% |
| 5Y | +148.7% | -63.7% | +212.3% | +137.9% |
| 10Y | +304.8% | +156.3% | +148.4% | +241.0% |
| All | +610.1% | +176.2% | +433.9% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling