+120.2%
NEM vs WCC
+139.9%
-19.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -6.4% | +9.9% | -16.4% | -7.8% |
| 30D | +1.4% | -8.4% | +9.9% | +2.3% |
| 3M | -0.7% | -10.3% | +9.6% | +0.4% |
| 6M | -4.5% | -10.5% | +6.0% | -3.6% |
| YTD | +14.0% | +32.2% | -18.1% | +9.5% |
| 1Y | +27.3% | +25.5% | +1.8% | +22.9% |
| 3Y | +250.5% | +134.7% | +115.8% | +215.9% |
| All | +120.2% | +139.9% | -19.8% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling