+244.8%
NEE vs NWSA
+149.4%
+95.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | -3.3% | +3.0% | -6.4% | -3.9% |
| 3M | -2.3% | +12.3% | -14.6% | -4.7% |
| 6M | -8.9% | +21.9% | -30.7% | -12.8% |
| YTD | +4.8% | +13.6% | -8.8% | +1.4% |
| 1Y | +18.7% | +0.5% | +18.2% | +17.7% |
| 3Y | +33.2% | +43.8% | -10.5% | +21.0% |
| 5Y | +10.9% | +41.2% | -30.3% | -1.2% |
| All | +244.8% | +149.4% | +95.5% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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