+476.9%
NEM vs WMB
+5,535.5%
-5,058.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +23.1% | +3.3% | +19.8% | +22.5% |
| 3M | +18.5% | +3.1% | +15.4% | +17.8% |
| 6M | +7.8% | -0.7% | +8.5% | +7.6% |
| YTD | +29.1% | +25.2% | +3.9% | +25.2% |
| 1Y | +72.7% | +32.9% | +39.8% | +66.2% |
| 3Y | +248.7% | +140.6% | +108.2% | +212.7% |
| 5Y | +148.7% | +273.5% | -124.8% | +111.5% |
| 10Y | +304.8% | +334.2% | -29.4% | +228.8% |
| All | +476.9% | +5,535.5% | -5,058.6% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling