+302.3%
NEM vs WTW
+198.0%
+104.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | 0.0% |
| 30D | +7.8% | -7.3% | +15.1% | +9.2% |
| 3M | +30.2% | +21.5% | +8.8% | +25.8% |
| 6M | +9.6% | +9.6% | 0.0% | +7.3% |
| YTD | +27.8% | -3.3% | +31.1% | +28.0% |
| 1Y | +60.7% | -6.1% | +66.8% | +61.8% |
| 3Y | +245.3% | +61.8% | +183.5% | +204.9% |
| 5Y | +155.3% | +42.7% | +112.7% | +129.3% |
| All | +302.3% | +198.0% | +104.3% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling