+444.6%
NEM vs WM
+28,547.2%
-28,102.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +13.4% | +1.2% | +12.2% | +13.3% |
| 30D | +6.5% | +13.1% | -6.6% | +5.3% |
| 3M | +14.9% | +3.6% | +11.3% | +14.5% |
| 6M | +5.5% | +8.1% | -2.6% | +4.6% |
| YTD | +21.9% | +8.9% | +13.0% | +20.7% |
| 1Y | +47.9% | +20.3% | +27.5% | +45.1% |
| 3Y | +238.2% | +46.2% | +192.0% | +226.4% |
| 5Y | +146.2% | +59.9% | +86.3% | +135.5% |
| 10Y | +309.3% | +345.6% | -36.3% | +262.8% |
| All | +444.6% | +28,547.2% | -28,102.7% | +301.1% |
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