+244.8%
NEE vs GWW
+570.2%
-325.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -1.3% | -3.4% | +2.0% | -0.6% |
| 30D | -3.3% | -1.9% | -1.4% | -2.9% |
| 3M | -2.3% | -2.4% | +0.1% | -1.9% |
| 6M | -8.9% | +15.7% | -24.6% | -12.2% |
| YTD | +4.8% | +27.6% | -22.8% | -1.5% |
| 1Y | +18.7% | +27.2% | -8.5% | +11.6% |
| 3Y | +33.2% | +89.7% | -56.4% | +12.2% |
| 5Y | +10.9% | +223.9% | -213.1% | -18.3% |
| All | +244.8% | +570.2% | -325.3% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling