+11,253.4%
WDC vs NEM
+419.1%
+10,834.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.0% |
| 7D | +12.1% | -6.4% | +18.5% | +12.9% |
| 30D | -18.8% | +1.4% | -20.2% | -19.1% |
| 3M | -39.3% | -0.7% | -38.6% | -39.5% |
| 6M | -40.1% | -4.5% | -35.7% | -40.1% |
| YTD | +71.8% | +14.0% | +57.8% | +69.4% |
| 1Y | +88.5% | +27.3% | +61.2% | +84.0% |
| 3Y | +770.0% | +250.5% | +519.5% | +672.4% |
| 5Y | +549.0% | +121.1% | +428.0% | +492.8% |
| 10Y | +650.3% | +358.3% | +292.0% | +545.7% |
| All | +11,253.4% | +419.1% | +10,834.3% | +10,195.3% |
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