+154.0%
NEM vs WY
-22.3%
+176.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.2% |
| 7D | -3.3% | -3.7% | +0.4% | -2.2% |
| 30D | +7.8% | -11.3% | +19.1% | +11.8% |
| 3M | +36.3% | -8.1% | +44.4% | +39.2% |
| 6M | +6.6% | -7.4% | +14.0% | +8.7% |
| YTD | +27.1% | -4.7% | +31.8% | +28.2% |
| 1Y | +62.3% | -9.2% | +71.5% | +65.8% |
| 3Y | +245.1% | -24.7% | +269.8% | +270.5% |
| 5Y | +154.0% | -21.6% | +175.6% | +176.3% |
| All | +154.0% | -22.3% | +176.3% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling