+72.7%
NEM vs WWD
+41.9%
+30.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | +23.1% | -7.2% | +30.2% | +26.1% |
| 3M | +18.5% | -3.8% | +22.3% | +19.0% |
| 6M | +7.8% | -9.9% | +17.7% | +10.2% |
| YTD | +29.1% | +14.8% | +14.3% | +24.6% |
| 1Y | +72.7% | +42.1% | +30.6% | +60.5% |
| All | +72.7% | +41.9% | +30.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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