+344.1%
NEM vs WMB
+282.5%
+61.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -6.4% | +7.8% | -14.2% | -7.8% |
| 30D | +1.4% | -5.1% | +6.5% | +2.1% |
| 3M | -0.7% | -4.7% | +4.0% | -0.4% |
| 6M | -4.5% | -7.4% | +2.9% | -3.8% |
| YTD | +14.0% | +17.5% | -3.4% | +9.1% |
| 1Y | +27.3% | +19.5% | +7.8% | +21.3% |
| 3Y | +250.5% | +121.3% | +129.2% | +196.7% |
| 5Y | +121.1% | +200.5% | -79.5% | +78.3% |
| All | +344.1% | +282.5% | +61.6% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling