+567.0%
WDC vs NEM
+120.8%
+446.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.1% |
| 7D | +12.1% | -6.4% | +18.5% | +14.3% |
| 30D | -18.8% | +1.4% | -20.2% | -19.6% |
| 3M | -39.3% | -0.7% | -38.6% | -39.8% |
| 6M | -40.1% | -4.5% | -35.7% | -40.3% |
| YTD | +71.8% | +14.0% | +57.8% | +64.1% |
| 1Y | +88.5% | +27.3% | +61.2% | +75.5% |
| 3Y | +770.0% | +250.5% | +519.5% | +550.7% |
| All | +567.0% | +120.8% | +446.2% | +387.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling