-8.9%
NEE vs GWRE
-12.1%
+3.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.1% |
| 7D | -1.3% | -13.2% | +11.9% | -2.3% |
| 30D | -3.3% | -18.6% | +15.3% | -4.2% |
| 3M | -2.3% | +18.9% | -21.2% | +1.3% |
| 6M | -8.9% | -11.0% | +2.1% | -6.8% |
| All | -8.9% | -12.1% | +3.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 6mo: compounded portfolio wealth divided by compounded GWRE 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…
6mo analysis · Full analysis span regression · 6 months rolling