+120.1%
NEM vs WWD
+183.1%
-63.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -3.0% | -4.4% |
| 7D | -5.9% | +8.2% | -14.1% | -7.8% |
| 30D | -2.6% | -0.2% | -2.4% | -2.7% |
| 3M | -4.2% | -8.4% | +4.2% | -2.3% |
| 6M | -5.5% | -9.5% | +4.0% | -3.6% |
| YTD | +13.5% | +10.1% | +3.5% | +10.7% |
| 1Y | +22.2% | +21.6% | +0.6% | +16.5% |
| 3Y | +249.0% | +149.6% | +99.4% | +183.0% |
| 5Y | +120.1% | +191.3% | -71.2% | +66.2% |
| All | +120.1% | +183.1% | -63.0% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling