+338.6%
NEM vs WPM
+5,046.3%
-4,707.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -6.4% | -3.6% | -2.9% | -4.3% |
| 30D | +1.4% | +1.4% | 0.0% | +0.5% |
| 3M | -0.7% | -0.2% | -0.5% | -0.8% |
| 6M | -4.5% | -7.3% | +2.8% | +0.1% |
| YTD | +14.0% | +12.3% | +1.7% | +6.6% |
| 1Y | +27.3% | +24.9% | +2.4% | +11.9% |
| 3Y | +250.5% | +210.4% | +40.1% | +82.6% |
| 5Y | +121.1% | +210.4% | -89.3% | +15.7% |
| 10Y | +358.3% | +731.7% | -373.4% | +31.6% |
| All | +338.6% | +5,046.3% | -4,707.7% | -59.3% |
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