+157.7%
NEM vs WPM
+261.4%
-103.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | +30.9% | +39.4% | -8.5% | -1.6% |
| 6M | +10.5% | +6.4% | +4.1% | +3.6% |
| YTD | +29.7% | +34.0% | -4.2% | -0.6% |
| 1Y | +71.1% | +50.5% | +20.6% | +19.1% |
| 3Y | +252.1% | +280.3% | -28.2% | +12.4% |
| 5Y | +157.7% | +266.3% | -108.6% | -16.8% |
| All | +157.7% | +261.4% | -103.6% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling