+120.1%
NEM vs WAB
+216.9%
-96.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.5% |
| 7D | -5.9% | +7.9% | -13.8% | -8.1% |
| 30D | -2.6% | +4.9% | -7.4% | -4.1% |
| 3M | -4.2% | +1.8% | -6.0% | -4.9% |
| 6M | -5.5% | +12.0% | -17.4% | -9.1% |
| YTD | +13.5% | +41.3% | -27.7% | +2.9% |
| 1Y | +22.2% | +43.8% | -21.7% | +10.3% |
| 3Y | +249.0% | +171.1% | +77.9% | +170.3% |
| 5Y | +120.1% | +217.7% | -97.6% | +61.9% |
| All | +120.1% | +216.9% | -96.8% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling