+17,845.4%
WDC vs NEM
+487.7%
+17,357.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -10.0% | +23.1% | -33.0% | -12.1% |
| 3M | -18.8% | +18.5% | -37.2% | -20.3% |
| 6M | +79.0% | +7.8% | +71.3% | +77.2% |
| YTD | +171.6% | +29.1% | +142.4% | +164.7% |
| 1Y | +417.4% | +72.7% | +344.7% | +390.9% |
| 3Y | +1,251.8% | +248.7% | +1,003.1% | +1,098.3% |
| 5Y | +911.7% | +148.7% | +763.0% | +813.8% |
| 10Y | +1,399.6% | +304.8% | +1,094.9% | +1,193.4% |
| All | +17,845.4% | +487.7% | +17,357.7% | +15,989.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling