+300.2%
NEM vs WAB
+292.7%
+7.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +7.8% | -5.9% | +13.7% | +9.0% |
| 3M | +36.3% | +9.4% | +26.9% | +33.9% |
| 6M | +6.6% | +13.8% | -7.3% | +4.2% |
| YTD | +27.1% | +31.8% | -4.6% | +21.7% |
| 1Y | +62.3% | +48.5% | +13.8% | +52.7% |
| 3Y | +245.1% | +167.0% | +78.1% | +198.7% |
| 5Y | +154.0% | +222.3% | -68.3% | +113.7% |
| All | +300.2% | +292.7% | +7.5% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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