+342.1%
NEM vs WEC
+195.2%
+146.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.9% | -0.7% | -5.2% | -5.6% |
| 30D | -2.6% | +11.0% | -13.5% | -6.7% |
| 3M | -4.2% | +8.6% | -12.8% | -7.6% |
| 6M | -5.5% | +6.2% | -11.6% | -8.3% |
| YTD | +13.5% | +14.3% | -0.7% | +6.7% |
| 1Y | +22.2% | +8.4% | +13.8% | +17.4% |
| 3Y | +249.0% | +62.9% | +186.1% | +181.0% |
| 5Y | +120.1% | +55.8% | +64.3% | +80.1% |
| All | +342.1% | +195.2% | +146.9% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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