+396.6%
NEM vs WPM
+5,967.5%
-5,570.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | +0.3% | +1.1% | -0.8% | -0.4% |
| 30D | +23.1% | +26.4% | -3.3% | +6.8% |
| 3M | +18.5% | +20.8% | -2.3% | +5.8% |
| 6M | +7.8% | +1.1% | +6.7% | +7.1% |
| YTD | +29.1% | +32.5% | -3.3% | +9.4% |
| 1Y | +72.7% | +51.5% | +21.1% | +35.8% |
| 3Y | +248.7% | +267.0% | -18.3% | +64.2% |
| 5Y | +148.7% | +250.1% | -101.4% | +20.7% |
| 10Y | +304.8% | +540.4% | -235.6% | +32.8% |
| All | +396.6% | +5,967.5% | -5,570.9% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling