+113.2%
WDC vs NEM
+50.9%
+62.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.9% | -16.7% | -12.1% |
| 7D | -18.3% | +3.7% | -22.0% | -20.3% |
| 30D | -26.7% | +2.0% | -28.7% | -27.9% |
| 3M | -40.9% | +21.1% | -62.1% | -50.0% |
| 6M | -26.8% | +9.5% | -36.3% | -33.3% |
| YTD | +88.2% | +19.1% | +69.1% | +54.7% |
| 1Y | +113.2% | +51.1% | +62.1% | +39.5% |
| All | +113.2% | +50.9% | +62.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling