+359.6%
NEM vs WAT
+12,457.3%
-12,097.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +1.1% | +9.0% | -7.9% | +0.4% |
| 3M | +1.3% | +13.5% | -12.2% | +0.2% |
| 6M | -1.4% | +35.3% | -36.7% | -3.8% |
| YTD | +19.4% | +24.0% | -4.6% | +17.0% |
| 1Y | +32.9% | +22.0% | +11.0% | +30.4% |
| 3Y | +267.0% | +84.0% | +183.0% | +246.7% |
| 5Y | +131.0% | +34.4% | +96.7% | +121.9% |
| 10Y | +379.9% | +231.4% | +148.5% | +332.3% |
| All | +359.6% | +12,457.3% | -12,097.7% | +277.8% |
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 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