+409.6%
NEM vs WEC
+4,427.3%
-4,017.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.4% | +1.5% | -7.9% | -6.8% |
| 30D | +1.4% | +10.2% | -8.7% | -1.6% |
| 3M | -0.7% | +7.6% | -8.3% | -3.1% |
| 6M | -4.5% | +6.6% | -11.1% | -6.8% |
| YTD | +14.0% | +14.4% | -0.4% | +8.9% |
| 1Y | +27.3% | +8.8% | +18.4% | +23.4% |
| 3Y | +250.5% | +63.3% | +187.2% | +199.4% |
| 5Y | +121.1% | +56.0% | +65.1% | +91.1% |
| 10Y | +358.3% | +193.5% | +164.8% | +227.8% |
| All | +409.6% | +4,427.3% | -4,017.7% | +185.7% |
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