+208.1%
NEM vs WETO
-99.4%
+307.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +6.0% | +0.5% |
| 7D | -1.0% | -4.3% | +3.3% | -1.0% |
| 30D | +7.8% | -39.9% | +47.7% | +9.5% |
| 3M | +30.2% | -97.9% | +128.1% | +26.8% |
| 6M | +9.6% | -95.0% | +104.6% | +12.3% |
| YTD | +27.8% | -97.2% | +125.0% | +28.9% |
| 1Y | +60.7% | -98.9% | +159.6% | +58.0% |
| All | +208.1% | -99.4% | +307.6% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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