+157.7%
NEM vs WWD
+191.3%
-33.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +3.1% | +0.6% | +2.4% | +2.9% |
| 30D | +10.0% | -5.1% | +15.1% | +11.3% |
| 3M | +30.9% | -11.2% | +42.1% | +34.4% |
| 6M | +10.5% | -12.0% | +22.6% | +13.5% |
| YTD | +29.7% | +12.0% | +17.8% | +26.3% |
| 1Y | +71.1% | +42.8% | +28.3% | +57.8% |
| 3Y | +252.1% | +168.9% | +83.1% | +182.6% |
| 5Y | +157.7% | +192.2% | -34.5% | +96.9% |
| All | +157.7% | +191.3% | -33.6% | +96.9% |
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