+319.4%
NEM vs WST
+325.7%
-6.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +3.1% | -1.7% | +4.7% | +3.3% |
| 30D | +10.0% | -4.3% | +14.3% | +10.6% |
| 3M | +30.9% | +0.7% | +30.1% | +30.8% |
| 6M | +10.5% | +36.0% | -25.5% | +6.6% |
| YTD | +29.7% | +22.7% | +7.0% | +26.4% |
| 1Y | +71.1% | +34.1% | +37.0% | +65.0% |
| 3Y | +252.1% | -13.6% | +265.7% | +248.6% |
| 5Y | +157.7% | -26.0% | +183.7% | +153.9% |
| 10Y | +319.4% | +335.8% | -16.4% | +231.1% |
| All | +319.4% | +325.7% | -6.3% | +231.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling