+396.9%
NEM vs WAT
+10,816.8%
-10,419.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | +23.1% | +2.3% | +20.7% | +22.9% |
| 3M | +18.5% | +8.7% | +9.7% | +17.7% |
| 6M | +7.8% | +28.3% | -20.5% | +5.6% |
| YTD | +29.1% | +7.8% | +21.3% | +28.0% |
| 1Y | +72.7% | +36.6% | +36.1% | +67.9% |
| 3Y | +248.7% | +45.7% | +203.1% | +235.4% |
| 5Y | +148.7% | -3.3% | +152.0% | +144.5% |
| 10Y | +304.8% | +162.1% | +142.7% | +270.7% |
| All | +396.9% | +10,816.8% | -10,419.9% | +313.3% |
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 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