+472.4%
NEM vs WSM
+34,818.5%
-34,346.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.9% | +2.6% | +1.3% | +3.7% |
| 30D | +12.7% | -9.5% | +22.2% | +13.2% |
| 3M | +28.7% | +12.9% | +15.8% | +27.9% |
| 6M | +9.8% | +23.0% | -13.3% | +8.7% |
| YTD | +28.1% | +28.9% | -0.8% | +26.6% |
| 1Y | +69.3% | +13.7% | +55.7% | +68.2% |
| 3Y | +247.7% | +232.6% | +15.0% | +228.3% |
| 5Y | +153.4% | +185.9% | -32.5% | +138.8% |
| 10Y | +291.3% | +998.6% | -707.3% | +245.9% |
| All | +472.4% | +34,818.5% | -34,346.1% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling