+472.4%
NEM vs WY
+676.8%
-204.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | +3.9% | -2.1% | +5.9% | +4.2% |
| 30D | +12.7% | -10.5% | +23.2% | +14.8% |
| 3M | +28.7% | -4.9% | +33.5% | +29.5% |
| 6M | +9.8% | -4.9% | +14.7% | +10.5% |
| YTD | +28.1% | -1.7% | +29.8% | +28.1% |
| 1Y | +69.3% | -9.4% | +78.7% | +71.4% |
| 3Y | +247.7% | -22.3% | +270.0% | +259.2% |
| 5Y | +153.4% | -20.5% | +173.9% | +159.0% |
| 10Y | +291.3% | +4.9% | +286.3% | +267.3% |
| All | +472.4% | +676.8% | -204.4% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling