+395.3%
NEM vs WBD
+291.3%
+104.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +12.7% | +5.0% | +7.7% | +11.9% |
| 3M | +28.7% | +6.2% | +22.4% | +27.4% |
| 6M | +9.8% | +0.6% | +9.2% | +9.7% |
| YTD | +28.1% | -2.4% | +30.5% | +28.5% |
| 1Y | +69.3% | +127.7% | -58.3% | +47.9% |
| 3Y | +247.7% | +148.4% | +99.3% | +187.8% |
| 5Y | +153.4% | +4.2% | +149.1% | +130.1% |
| 10Y | +291.3% | +10.8% | +280.5% | +210.6% |
| All | +395.3% | +291.3% | +104.0% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling