+440.3%
NEM vs WST
+14,983.8%
-14,543.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.1% |
| 7D | +11.6% | +1.4% | +10.3% | +11.5% |
| 30D | +1.8% | +12.7% | -10.9% | +0.7% |
| 3M | +2.5% | +17.2% | -14.6% | +1.0% |
| 6M | +3.4% | +26.7% | -23.2% | +1.1% |
| YTD | +20.9% | +50.3% | -29.4% | +16.2% |
| 1Y | +37.2% | +50.2% | -13.0% | +31.8% |
| 3Y | +271.6% | +21.7% | +249.9% | +254.9% |
| 5Y | +136.6% | +2.0% | +134.6% | +126.7% |
| 10Y | +342.6% | +451.1% | -108.5% | +263.8% |
| All | +440.3% | +14,983.8% | -14,543.5% | +307.6% |
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