+355.4%
NEM vs WAB
+4,115.8%
-3,760.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | +3.9% | +1.7% | +2.2% | +3.6% |
| 30D | +12.7% | -2.4% | +15.1% | +13.1% |
| 3M | +28.7% | +9.7% | +19.0% | +26.8% |
| 6M | +9.8% | +16.5% | -6.7% | +7.4% |
| YTD | +28.1% | +33.7% | -5.6% | +23.0% |
| 1Y | +69.3% | +49.7% | +19.7% | +60.0% |
| 3Y | +247.7% | +170.9% | +76.7% | +201.8% |
| 5Y | +153.4% | +228.0% | -74.7% | +112.8% |
| 10Y | +291.3% | +284.8% | +6.5% | +208.2% |
| All | +355.4% | +4,115.8% | -3,760.4% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling