+338.9%
NEM vs WAT
+12,173.3%
-11,834.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -6.4% | +0.6% | -7.0% | -6.5% |
| 30D | +1.4% | +5.4% | -4.0% | +1.0% |
| 3M | -0.7% | +11.3% | -12.0% | -1.6% |
| 6M | -4.5% | +37.4% | -41.9% | -6.9% |
| YTD | +14.0% | +21.2% | -7.1% | +12.0% |
| 1Y | +27.3% | +21.3% | +5.9% | +24.9% |
| 3Y | +250.5% | +83.4% | +167.1% | +231.3% |
| 5Y | +121.1% | +29.0% | +92.1% | +113.0% |
| 10Y | +358.3% | +223.9% | +134.4% | +313.7% |
| All | +338.9% | +12,173.3% | -11,834.4% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling