+10.1%
NEE vs BWA
+89.5%
-79.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -1.7% | -5.6% | +3.9% | -1.0% |
| 3M | -1.8% | -10.7% | +8.9% | -0.5% |
| 6M | -8.8% | +23.2% | -32.0% | -12.2% |
| YTD | +5.2% | +46.0% | -40.8% | -2.0% |
| 1Y | +21.3% | +51.2% | -29.8% | +12.2% |
| 3Y | +35.2% | +69.6% | -34.4% | +20.2% |
| 5Y | +10.1% | +86.6% | -76.5% | -6.6% |
| All | +10.1% | +89.5% | -79.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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