+302.3%
NEM vs WY
+7.6%
+294.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.0% | -4.2% | +3.2% | -0.1% |
| 30D | +7.8% | -10.1% | +17.9% | +10.3% |
| 3M | +30.2% | -8.5% | +38.7% | +32.3% |
| 6M | +9.6% | -3.3% | +12.9% | +10.2% |
| YTD | +27.8% | -4.4% | +32.2% | +28.6% |
| 1Y | +60.7% | -11.5% | +72.2% | +64.0% |
| 3Y | +245.3% | -24.3% | +269.6% | +262.0% |
| 5Y | +155.3% | -21.3% | +176.7% | +163.3% |
| All | +302.3% | +7.6% | +294.8% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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