+342.1%
NEM vs WAT
+223.8%
+118.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.6% |
| 7D | -5.9% | +2.0% | -7.9% | -6.2% |
| 30D | -2.6% | +7.7% | -10.2% | -3.7% |
| 3M | -4.2% | +11.1% | -15.3% | -5.9% |
| 6M | -5.5% | +31.2% | -36.7% | -9.5% |
| YTD | +13.5% | +21.7% | -8.1% | +9.3% |
| 1Y | +22.2% | +19.3% | +2.8% | +17.9% |
| 3Y | +249.0% | +80.6% | +168.3% | +210.4% |
| 5Y | +120.1% | +29.5% | +90.6% | +102.4% |
| All | +342.1% | +223.8% | +118.3% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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