+871.0%
NEM vs WCC
+1,713.7%
-842.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.2% |
| 7D | +0.3% | +4.5% | -4.2% | -0.2% |
| 30D | +23.1% | -5.8% | +28.9% | +23.8% |
| 3M | +18.5% | -3.7% | +22.1% | +18.8% |
| 6M | +7.8% | +23.1% | -15.3% | +5.2% |
| YTD | +29.1% | +44.2% | -15.0% | +24.0% |
| 1Y | +72.7% | +62.1% | +10.6% | +63.7% |
| 3Y | +248.7% | +121.1% | +127.6% | +214.9% |
| 5Y | +148.7% | +214.0% | -65.3% | +112.1% |
| 10Y | +304.8% | +472.8% | -168.0% | +208.0% |
| All | +871.0% | +1,713.7% | -842.7% | +568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling