+154.6%
NEM vs WST
-25.7%
+180.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +23.1% | -3.1% | +26.2% | +23.4% |
| 3M | +18.5% | +7.2% | +11.3% | +17.9% |
| 6M | +7.8% | +36.8% | -29.0% | +5.3% |
| YTD | +29.1% | +23.8% | +5.3% | +26.8% |
| 1Y | +72.7% | +37.8% | +34.9% | +68.5% |
| 3Y | +248.7% | -15.9% | +264.6% | +250.6% |
| All | +154.6% | -25.7% | +180.3% | +127.8% |
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