+51.1%
NEM vs WCC
+24.5%
+26.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -9.9% | +19.8% | +13.2% |
| 7D | +3.7% | -8.8% | +12.5% | +6.1% |
| 30D | +2.0% | -16.0% | +18.0% | +7.8% |
| 3M | +21.1% | -15.2% | +36.3% | +27.1% |
| 6M | +9.5% | -8.4% | +17.9% | +10.8% |
| YTD | +19.1% | +30.1% | -11.0% | +1.0% |
| 1Y | +51.1% | +26.4% | +24.7% | +25.6% |
| All | +51.1% | +24.5% | +26.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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