+332.4%
NEM vs WM
+337.2%
-4.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +14.7% | -0.5% | +15.2% | +14.9% |
| 30D | +6.2% | +13.3% | -7.1% | +2.9% |
| 3M | +11.0% | +4.4% | +6.6% | +9.7% |
| 6M | +7.9% | +10.8% | -2.9% | +4.2% |
| YTD | +26.2% | +9.1% | +17.1% | +22.1% |
| 1Y | +51.5% | +19.1% | +32.4% | +42.7% |
| 3Y | +290.6% | +45.7% | +244.9% | +247.7% |
| 5Y | +153.1% | +60.4% | +92.6% | +117.5% |
| 10Y | +332.4% | +328.7% | +3.7% | +223.8% |
| All | +332.4% | +337.2% | -4.8% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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