+120.1%
NEM vs WM
+63.0%
+57.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.2% |
| 7D | -5.9% | +1.2% | -7.1% | -6.1% |
| 30D | -2.6% | +15.2% | -17.8% | -5.3% |
| 3M | -4.2% | +8.3% | -12.6% | -5.8% |
| 6M | -5.5% | +13.1% | -18.6% | -8.7% |
| YTD | +13.5% | +12.5% | +1.0% | +9.5% |
| 1Y | +22.2% | +21.8% | +0.4% | +14.8% |
| 3Y | +249.0% | +48.8% | +200.2% | +213.2% |
| 5Y | +120.1% | +62.1% | +58.0% | +91.8% |
| All | +120.1% | +63.0% | +57.1% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling