+342.1%
NEM vs WST
+449.7%
-107.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | -5.9% | +4.9% | -10.8% | -6.4% |
| 30D | -2.6% | +10.7% | -13.2% | -3.7% |
| 3M | -4.2% | +16.8% | -21.0% | -6.0% |
| 6M | -5.5% | +32.0% | -37.4% | -8.6% |
| YTD | +13.5% | +49.9% | -36.4% | +7.9% |
| 1Y | +22.2% | +50.6% | -28.5% | +16.0% |
| 3Y | +249.0% | +21.4% | +227.5% | +228.6% |
| 5Y | +120.1% | -0.6% | +120.7% | +108.4% |
| All | +342.1% | +449.7% | -107.6% | +219.9% |
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