+120.2%
NEM vs WM
+61.9%
+58.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -6.4% | +3.2% | -9.6% | -7.0% |
| 30D | +1.4% | +13.0% | -11.6% | -1.1% |
| 3M | -0.7% | +9.2% | -9.9% | -2.6% |
| 6M | -4.5% | +13.6% | -18.1% | -7.8% |
| YTD | +14.0% | +12.4% | +1.6% | +10.0% |
| 1Y | +27.3% | +21.2% | +6.1% | +19.8% |
| 3Y | +250.5% | +48.7% | +201.8% | +214.6% |
| All | +120.2% | +61.9% | +58.3% | +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