+344.1%
NEM vs WM
+330.8%
+13.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -6.4% | +3.2% | -9.6% | -7.2% |
| 30D | +1.4% | +13.0% | -11.6% | -1.8% |
| 3M | -0.7% | +9.2% | -9.9% | -3.1% |
| 6M | -4.5% | +13.6% | -18.1% | -8.3% |
| YTD | +14.0% | +12.4% | +1.6% | +9.5% |
| 1Y | +27.3% | +21.2% | +6.1% | +19.3% |
| 3Y | +250.5% | +48.7% | +201.8% | +209.6% |
| 5Y | +121.1% | +61.9% | +59.2% | +89.0% |
| All | +344.1% | +330.8% | +13.3% | +168.2% |
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