+302.3%
NEM vs WWD
+498.2%
-195.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -1.0% | -2.6% | +1.6% | -0.5% |
| 30D | +7.8% | -6.9% | +14.8% | +9.2% |
| 3M | +30.2% | -13.0% | +43.3% | +33.2% |
| 6M | +9.6% | -12.5% | +22.1% | +11.9% |
| YTD | +27.8% | +11.8% | +16.0% | +25.3% |
| 1Y | +60.7% | +41.1% | +19.6% | +51.6% |
| 3Y | +245.3% | +163.1% | +82.2% | +194.2% |
| 5Y | +155.3% | +187.6% | -32.3% | +111.9% |
| All | +302.3% | +498.2% | -195.9% | +179.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling