+157.7%
NEM vs WEC
+30.7%
+127.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | +10.0% | +0.9% | +9.1% | +9.2% |
| 3M | +30.9% | -5.3% | +36.2% | +33.9% |
| 6M | +10.5% | -6.6% | +17.1% | +13.6% |
| YTD | +29.7% | +3.3% | +26.5% | +26.2% |
| 1Y | +71.1% | +2.1% | +69.1% | +66.9% |
| 3Y | +252.1% | +39.6% | +212.5% | +183.3% |
| 5Y | +157.7% | +31.2% | +126.6% | +110.9% |
| All | +157.7% | +30.7% | +127.1% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling