+300.2%
NEM vs WCC
+518.6%
-218.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.5% |
| 7D | -3.3% | +1.7% | -5.0% | -3.6% |
| 30D | +7.8% | -6.1% | +13.9% | +8.8% |
| 3M | +36.3% | +3.1% | +33.2% | +35.4% |
| 6M | +6.6% | +28.2% | -21.7% | +2.9% |
| YTD | +27.1% | +41.1% | -13.9% | +21.3% |
| 1Y | +62.3% | +61.3% | +1.1% | +52.3% |
| 3Y | +245.1% | +123.6% | +121.4% | +204.8% |
| 5Y | +154.0% | +214.8% | -60.8% | +109.5% |
| All | +300.2% | +518.6% | -218.4% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling