+253.2%
NEE vs CDW
+262.5%
-9.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.5% | -4.2% | +3.7% | +0.3% |
| 30D | -1.7% | +4.9% | -6.5% | -2.9% |
| 3M | -1.8% | +7.3% | -9.1% | -3.9% |
| 6M | -8.8% | +19.2% | -28.0% | -14.2% |
| YTD | +5.2% | +6.2% | -1.0% | +1.5% |
| 1Y | +21.3% | -14.0% | +35.4% | +22.9% |
| 3Y | +35.2% | -30.0% | +65.2% | +40.7% |
| 5Y | +10.1% | -23.6% | +33.7% | +9.4% |
| 10Y | +253.2% | +269.4% | -16.2% | +151.8% |
| All | +253.2% | +262.5% | -9.3% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CDW 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling