+344.1%
NEM vs WAB
+266.7%
+77.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | -6.4% | +5.1% | -11.5% | -7.3% |
| 30D | +1.4% | +4.0% | -2.6% | +0.7% |
| 3M | -0.7% | +0.1% | -0.8% | -0.8% |
| 6M | -4.5% | +12.8% | -17.3% | -6.6% |
| YTD | +14.0% | +40.1% | -26.0% | +7.9% |
| 1Y | +27.3% | +46.4% | -19.1% | +19.6% |
| 3Y | +250.5% | +167.4% | +83.1% | +202.0% |
| 5Y | +121.1% | +215.0% | -94.0% | +85.4% |
| All | +344.1% | +266.7% | +77.5% | +231.0% |
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