+291.2%
NEE vs W
+224.5%
+66.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -2.8% | -7.4% | +4.6% | -2.3% |
| 30D | +9.5% | +7.8% | +1.7% | +8.9% |
| 3M | +1.0% | +10.9% | -9.8% | +0.2% |
| 6M | -8.0% | +86.4% | -94.4% | -12.5% |
| YTD | +9.4% | +14.0% | -4.5% | +7.0% |
| 1Y | +3.1% | +3.5% | -0.4% | +1.4% |
| 3Y | +70.5% | +164.8% | -94.3% | +50.0% |
| 5Y | +15.2% | -53.1% | +68.3% | +8.8% |
| 10Y | +291.2% | +220.4% | +70.8% | +205.9% |
| All | +291.2% | +224.5% | +66.7% | +205.9% |
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