+154.0%
NEM vs WSM
+171.2%
-17.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -3.3% | +0.4% | -3.7% | -3.3% |
| 30D | +7.8% | -10.7% | +18.6% | +9.2% |
| 3M | +36.3% | +8.5% | +27.8% | +34.9% |
| 6M | +6.6% | +19.6% | -13.1% | +4.3% |
| YTD | +27.1% | +26.6% | +0.5% | +23.7% |
| 1Y | +62.3% | +12.0% | +50.4% | +59.6% |
| 3Y | +245.1% | +226.6% | +18.4% | +203.4% |
| 5Y | +154.0% | +174.1% | -20.1% | +116.7% |
| All | +154.0% | +171.2% | -17.2% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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