+319.4%
NEM vs WMB
+315.8%
+3.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +10.0% | +4.6% | +5.4% | +8.8% |
| 3M | +30.9% | +5.7% | +25.1% | +28.9% |
| 6M | +10.5% | +4.2% | +6.3% | +9.0% |
| YTD | +29.7% | +26.8% | +2.9% | +22.5% |
| 1Y | +71.1% | +34.7% | +36.4% | +59.4% |
| 3Y | +252.1% | +146.8% | +105.3% | +191.2% |
| 5Y | +157.7% | +285.0% | -127.3% | +98.6% |
| 10Y | +319.4% | +313.2% | +6.2% | +220.1% |
| All | +319.4% | +315.8% | +3.5% | +220.1% |
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