+495.6%
NEE vs NWSA
+123.2%
+372.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +1.1% | -2.6% | +3.7% | +1.6% |
| 30D | -0.2% | +4.6% | -4.8% | -1.1% |
| 3M | +0.5% | +10.2% | -9.7% | -1.4% |
| 6M | -6.5% | +21.6% | -28.2% | -10.2% |
| YTD | +6.7% | +14.6% | -7.9% | +3.4% |
| 1Y | +23.6% | +0.4% | +23.2% | +22.7% |
| 3Y | +37.1% | +45.0% | -7.9% | +25.5% |
| 5Y | +10.9% | +41.3% | -30.4% | +0.1% |
| 10Y | +245.4% | +142.8% | +102.6% | +161.2% |
| All | +495.6% | +123.2% | +372.4% | +357.3% |
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