+253.2%
NEE vs W
+142.4%
+110.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.5% | +5.9% | -6.4% | -0.9% |
| 30D | -1.7% | -3.0% | +1.4% | -1.5% |
| 3M | -1.8% | +40.3% | -42.2% | -4.6% |
| 6M | -8.8% | +32.2% | -41.1% | -11.4% |
| YTD | +5.2% | -0.3% | +5.5% | +3.9% |
| 1Y | +21.3% | +16.2% | +5.2% | +17.9% |
| 3Y | +35.2% | +40.7% | -5.5% | +24.7% |
| 5Y | +10.1% | -62.3% | +72.5% | +5.6% |
| 10Y | +253.2% | +162.2% | +91.0% | +188.3% |
| All | +253.2% | +142.4% | +110.9% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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