+62.3%
NEM vs WMB
+30.1%
+32.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -3.3% | -1.7% | -1.6% | -3.2% |
| 30D | +7.8% | +0.7% | +7.1% | +7.5% |
| 3M | +36.3% | +1.5% | +34.7% | +35.5% |
| 6M | +6.6% | +0.1% | +6.5% | +5.2% |
| YTD | +27.1% | +22.9% | +4.2% | +18.1% |
| 1Y | +62.3% | +27.9% | +34.5% | +53.0% |
| All | +62.3% | +30.1% | +32.3% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling