+250.5%
NEM vs WPM
+273.6%
-23.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.4% |
| 7D | +3.1% | +3.9% | -0.8% | -0.2% |
| 30D | +10.0% | +17.7% | -7.7% | -4.7% |
| 3M | +30.9% | +39.4% | -8.5% | -2.1% |
| 6M | +10.5% | +6.4% | +4.1% | +3.6% |
| YTD | +29.7% | +34.0% | -4.2% | -1.4% |
| 1Y | +71.1% | +50.5% | +20.6% | +17.8% |
| All | +250.5% | +273.6% | -23.1% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling