+476.9%
NEM vs WEC
+3,978.4%
-3,501.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +23.1% | -1.3% | +24.4% | +23.4% |
| 3M | +18.5% | -3.9% | +22.4% | +19.5% |
| 6M | +7.8% | -8.3% | +16.1% | +10.3% |
| YTD | +29.1% | +3.1% | +26.1% | +27.4% |
| 1Y | +72.7% | +1.9% | +70.7% | +70.7% |
| 3Y | +248.7% | +41.9% | +206.8% | +211.4% |
| 5Y | +148.7% | +30.8% | +117.9% | +126.6% |
| 10Y | +304.8% | +141.9% | +162.8% | +206.5% |
| All | +476.9% | +3,978.4% | -3,501.5% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling