+798.8%
NEE vs SW
+743.1%
+55.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.8% |
| 7D | +9.2% | +12.1% | -2.9% | +8.9% |
| 30D | +16.0% | +6.6% | +9.4% | +15.8% |
| 3M | +2.2% | -6.0% | +8.2% | +2.3% |
| 6M | -6.0% | +21.5% | -27.5% | -6.5% |
| YTD | +12.6% | +20.3% | -7.7% | +11.9% |
| 1Y | +11.4% | +28.1% | -16.8% | +10.6% |
| 3Y | +62.8% | +51.6% | +11.2% | +60.9% |
| 5Y | +19.4% | -0.1% | +19.5% | +18.1% |
| 10Y | +270.9% | +189.7% | +81.2% | +264.4% |
| All | +798.8% | +743.1% | +55.8% | +821.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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