+302.3%
NEM vs WBD
+15.0%
+287.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | +7.8% | +1.4% | +6.4% | +7.7% |
| 3M | +30.2% | +4.4% | +25.8% | +29.7% |
| 6M | +9.6% | +0.8% | +8.8% | +9.5% |
| YTD | +27.8% | -2.7% | +30.5% | +28.0% |
| 1Y | +60.7% | +73.4% | -12.7% | +53.6% |
| 3Y | +245.3% | +142.1% | +103.2% | +213.7% |
| 5Y | +155.3% | +7.2% | +148.1% | +137.2% |
| All | +302.3% | +15.0% | +287.3% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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