+247.7%
NEM vs WAT
+49.0%
+198.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +12.7% | -1.0% | +13.7% | +13.0% |
| 3M | +28.7% | +10.9% | +17.8% | +26.4% |
| 6M | +9.8% | +33.2% | -23.4% | +4.3% |
| YTD | +28.1% | +6.1% | +22.0% | +25.9% |
| 1Y | +69.3% | +30.2% | +39.1% | +59.9% |
| 3Y | +247.7% | +52.9% | +194.8% | +187.8% |
| All | +247.7% | +49.0% | +198.6% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling