+302.3%
NEM vs WCN
+235.9%
+66.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.1% |
| 30D | +7.8% | -3.4% | +11.2% | +8.9% |
| 3M | +30.2% | +3.0% | +27.2% | +28.4% |
| 6M | +9.6% | -3.8% | +13.4% | +10.0% |
| YTD | +27.8% | -8.3% | +36.1% | +30.2% |
| 1Y | +60.7% | -9.7% | +70.4% | +64.4% |
| 3Y | +245.3% | +17.2% | +228.1% | +226.5% |
| 5Y | +155.3% | +25.3% | +130.1% | +134.0% |
| All | +302.3% | +235.9% | +66.4% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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