+315.2%
NEM vs WWD
+14,675.7%
-14,360.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -6.4% | +4.0% | -10.4% | -6.9% |
| 30D | +1.4% | +0.4% | +1.0% | +1.3% |
| 3M | -0.7% | -7.9% | +7.2% | +0.3% |
| 6M | -4.5% | -10.6% | +6.2% | -3.2% |
| YTD | +14.0% | +9.4% | +4.6% | +12.4% |
| 1Y | +27.3% | +25.7% | +1.5% | +23.1% |
| 3Y | +250.5% | +148.5% | +102.0% | +208.8% |
| 5Y | +121.1% | +189.5% | -68.4% | +89.2% |
| 10Y | +358.3% | +451.8% | -93.4% | +248.4% |
| All | +315.2% | +14,675.7% | -14,360.5% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling