+444.6%
NEM vs WST
+14,518.0%
-14,073.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | +14.9% | +14.7% | +0.2% | +13.5% |
| 6M | +5.5% | +28.0% | -22.5% | +3.1% |
| YTD | +21.9% | +45.6% | -23.8% | +17.4% |
| 1Y | +47.9% | +45.7% | +2.2% | +42.5% |
| 3Y | +238.2% | +21.1% | +217.1% | +222.9% |
| 5Y | +146.2% | +0.3% | +145.9% | +136.2% |
| 10Y | +309.3% | +449.0% | -139.7% | +236.7% |
| All | +444.6% | +14,518.0% | -14,073.4% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling