+51.1%
NEM vs WST
+47.3%
+3.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.8% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | +2.0% | +8.5% | -6.5% | +0.1% |
| 3M | +21.1% | +17.2% | +3.9% | +16.8% |
| 6M | +9.5% | +36.3% | -26.8% | +2.2% |
| YTD | +19.1% | +48.9% | -29.9% | +7.1% |
| 1Y | +51.1% | +42.9% | +8.2% | +36.4% |
| All | +51.1% | +47.3% | +3.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling