+302.3%
NEM vs WPM
+558.4%
-256.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | -1.0% |
| 7D | -1.0% | -0.6% | -0.4% | -0.6% |
| 30D | +7.8% | +14.4% | -6.6% | -2.7% |
| 3M | +30.2% | +37.0% | -6.8% | +2.8% |
| 6M | +9.6% | +4.1% | +5.5% | +5.6% |
| YTD | +27.8% | +31.7% | -3.9% | +3.6% |
| 1Y | +60.7% | +44.2% | +16.5% | +22.5% |
| 3Y | +245.3% | +265.5% | -20.2% | +36.3% |
| 5Y | +155.3% | +262.5% | -107.2% | +0.8% |
| All | +302.3% | +558.4% | -256.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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