+15.8%
NEE vs W
-54.7%
+70.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.5% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +11.5% | +6.4% | +5.1% | +11.0% |
| 3M | +2.6% | +9.0% | -6.3% | +2.0% |
| 6M | -6.0% | +69.8% | -75.8% | -9.1% |
| YTD | +9.8% | +12.1% | -2.3% | +8.1% |
| 1Y | +4.7% | 0.0% | +4.7% | +3.7% |
| 3Y | +71.0% | +160.3% | -89.3% | +53.5% |
| 5Y | +15.8% | -53.3% | +69.1% | +8.5% |
| All | +15.8% | -54.7% | +70.5% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling