+154.0%
NEM vs WBD
+5.3%
+148.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | +7.8% | +4.2% | +3.7% | +7.4% |
| 3M | +36.3% | +7.5% | +28.7% | +35.3% |
| 6M | +6.6% | +1.6% | +5.0% | +6.4% |
| YTD | +27.1% | -2.2% | +29.3% | +27.3% |
| 1Y | +62.3% | +124.9% | -62.5% | +49.2% |
| 3Y | +245.1% | +149.1% | +95.9% | +205.3% |
| 5Y | +154.0% | +7.8% | +146.2% | +125.2% |
| All | +154.0% | +5.3% | +148.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling