+243.5%
NEM vs WCN
+18.2%
+225.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -3.3% | -4.4% | +1.1% | -2.2% |
| 30D | +7.8% | -4.4% | +12.3% | +9.0% |
| 3M | +36.3% | +0.5% | +35.8% | +35.2% |
| 6M | +6.6% | -3.3% | +9.8% | +7.1% |
| YTD | +27.1% | -8.5% | +35.6% | +30.8% |
| 1Y | +62.3% | -8.9% | +71.3% | +67.2% |
| All | +243.5% | +18.2% | +225.3% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling