+120.2%
NEM vs WEC
+56.3%
+63.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -6.4% | +2.3% | -8.7% | -7.5% |
| 30D | +1.4% | +11.1% | -9.6% | -3.8% |
| 3M | -0.7% | +8.4% | -9.2% | -4.9% |
| 6M | -4.5% | +7.5% | -12.0% | -8.6% |
| YTD | +14.0% | +15.3% | -1.3% | +4.9% |
| 1Y | +27.3% | +9.7% | +17.6% | +20.3% |
| 3Y | +250.5% | +64.7% | +185.8% | +158.3% |
| All | +120.2% | +56.3% | +63.8% | +70.4% |
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