+504.8%
NEE vs NWSA
+102.5%
+402.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | -2.1% | +2.2% | -4.3% | -2.5% |
| 30D | +8.6% | -8.8% | +17.4% | +10.2% |
| 3M | -0.3% | -6.5% | +6.2% | +0.6% |
| 6M | -8.9% | +1.5% | -10.4% | -9.6% |
| YTD | +8.3% | +4.0% | +4.3% | +6.6% |
| 1Y | +4.3% | +3.4% | +0.8% | +2.6% |
| 3Y | +70.7% | +34.8% | +35.9% | +58.1% |
| 5Y | +12.8% | +18.4% | -5.5% | +5.0% |
| 10Y | +287.2% | +149.2% | +138.1% | +193.5% |
| All | +504.8% | +102.5% | +402.3% | +371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling