+146.9%
NEM vs WST
-0.1%
+147.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +13.4% | -3.1% | +16.5% | +13.7% |
| 30D | +6.5% | +9.1% | -2.6% | +5.7% |
| 3M | +14.9% | +14.7% | +0.2% | +13.6% |
| 6M | +5.5% | +28.0% | -22.5% | +3.3% |
| YTD | +21.9% | +45.6% | -23.8% | +17.9% |
| 1Y | +47.9% | +45.7% | +2.2% | +43.0% |
| 3Y | +238.2% | +21.1% | +217.1% | +222.9% |
| All | +146.9% | -0.1% | +147.1% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling