+153.1%
NEM vs WMB
+191.1%
-38.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.4% |
| 7D | +14.7% | -6.7% | +21.4% | +16.6% |
| 30D | +6.2% | -8.6% | +14.8% | +8.5% |
| 3M | +11.0% | -4.9% | +15.9% | +11.4% |
| 6M | +7.9% | -6.3% | +14.2% | +8.1% |
| YTD | +26.2% | +13.0% | +13.2% | +16.8% |
| 1Y | +51.5% | +14.9% | +36.6% | +39.2% |
| 3Y | +290.6% | +113.4% | +177.2% | +175.7% |
| 5Y | +153.1% | +190.2% | -37.1% | +69.7% |
| All | +153.1% | +191.1% | -38.0% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling