+370.1%
NEM vs WWD
+15,408.5%
-15,038.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | +23.1% | -7.2% | +30.2% | +24.2% |
| 3M | +18.5% | -3.8% | +22.3% | +18.9% |
| 6M | +7.8% | -9.9% | +17.7% | +9.1% |
| YTD | +29.1% | +14.8% | +14.3% | +26.6% |
| 1Y | +72.7% | +42.1% | +30.6% | +64.4% |
| 3Y | +248.7% | +170.8% | +77.9% | +203.9% |
| 5Y | +148.7% | +197.5% | -48.8% | +112.1% |
| 10Y | +304.8% | +477.8% | -173.0% | +206.1% |
| All | +370.1% | +15,408.5% | -15,038.5% | +260.3% |
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