+476.9%
NEM vs WST
+12,330.1%
-11,853.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.5% |
| 3M | +18.5% | +7.2% | +11.3% | +17.7% |
| 6M | +7.8% | +36.8% | -29.0% | +4.6% |
| YTD | +29.1% | +23.8% | +5.3% | +26.3% |
| 1Y | +72.7% | +37.8% | +34.9% | +67.3% |
| 3Y | +248.7% | -15.9% | +264.6% | +245.2% |
| 5Y | +148.7% | -25.8% | +174.5% | +145.3% |
| 10Y | +304.8% | +319.6% | -14.8% | +240.6% |
| All | +476.9% | +12,330.1% | -11,853.2% | +343.2% |
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