+1,228.2%
WDC vs NEM
+316.8%
+911.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.9% |
| 7D | +4.4% | -3.3% | +7.7% | +5.3% |
| 30D | +5.3% | +7.8% | -2.6% | +2.8% |
| 3M | -5.9% | +36.3% | -42.2% | -13.8% |
| 6M | +73.2% | +6.6% | +66.7% | +68.6% |
| YTD | +167.8% | +27.1% | +140.7% | +151.7% |
| 1Y | +386.0% | +62.3% | +323.7% | +332.7% |
| 3Y | +1,309.7% | +245.1% | +1,064.6% | +960.8% |
| 5Y | +957.1% | +154.0% | +803.1% | +716.6% |
| All | +1,228.2% | +316.8% | +911.4% | +838.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling