Compass doesn't lead to spawn when traveled through Nether

I built one portal near spawn, beamed into nether, built another portal there, used it to beam up. Now I am about 700 blocks away from spawn. So far so good.

The compass leads to a point in the direction of the spawn but near the new portal. Even if I walk back to the real spawn, the compass keeps being wrong. Leaving and reconnecting solves the problem.