+60.7%
NEM vs WTW
-3.2%
+63.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | -1.8% |
| 30D | +7.8% | -7.3% | +15.1% | +6.7% |
| 3M | +30.2% | +21.5% | +8.8% | +36.6% |
| 6M | +9.6% | +9.6% | 0.0% | +13.8% |
| YTD | +27.8% | -3.3% | +31.1% | +33.2% |
| 1Y | +60.7% | -6.1% | +66.8% | +65.7% |
| All | +60.7% | -3.2% | +63.9% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling