+476.9%
NEM vs WM
+26,336.4%
-25,859.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +23.1% | -2.4% | +25.4% | +23.3% |
| 3M | +18.5% | +0.4% | +18.1% | +18.3% |
| 6M | +7.8% | -9.5% | +17.3% | +8.5% |
| YTD | +29.1% | +0.5% | +28.6% | +28.8% |
| 1Y | +72.7% | -1.1% | +73.8% | +72.3% |
| 3Y | +248.7% | +46.0% | +202.7% | +236.7% |
| 5Y | +148.7% | +51.8% | +96.9% | +139.1% |
| 10Y | +304.8% | +307.5% | -2.7% | +261.6% |
| All | +476.9% | +26,336.4% | -25,859.4% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling