+335.1%
NEM vs WU
-19.6%
+354.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +23.1% | -1.1% | +24.2% | +23.2% |
| 3M | +18.5% | -3.9% | +22.3% | +18.4% |
| 6M | +7.8% | -20.7% | +28.4% | +12.0% |
| YTD | +29.1% | -18.4% | +47.5% | +33.0% |
| 1Y | +72.7% | -8.1% | +80.7% | +71.9% |
| 3Y | +248.7% | -24.2% | +272.9% | +257.9% |
| 5Y | +148.7% | -50.4% | +199.1% | +177.8% |
| 10Y | +304.8% | -40.0% | +344.8% | +312.0% |
| All | +335.1% | -19.6% | +354.7% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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