+65.6%
NEM vs WAT
+35.9%
+29.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +3.1% | -1.8% | +4.8% | +3.4% |
| 30D | +10.0% | -1.7% | +11.7% | +10.4% |
| 3M | +30.9% | +9.1% | +21.8% | +29.2% |
| 6M | +10.5% | +32.4% | -21.9% | +6.7% |
| YTD | +29.7% | +6.6% | +23.2% | +26.1% |
| All | +65.6% | +35.9% | +29.7% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling