+387.6%
NEE vs W
+176.2%
+211.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.9% |
| 7D | +1.9% | -4.2% | +6.1% | +2.2% |
| 30D | -2.2% | -7.6% | +5.4% | -1.7% |
| 3M | -1.2% | +37.2% | -38.3% | -3.6% |
| 6M | -8.6% | +26.3% | -34.9% | -10.7% |
| YTD | +6.2% | -1.0% | +7.2% | +5.0% |
| 1Y | +21.1% | +20.1% | +1.0% | +17.7% |
| 3Y | +36.4% | +37.8% | -1.4% | +27.0% |
| 5Y | +11.4% | -63.7% | +75.0% | +6.8% |
| 10Y | +250.0% | +156.3% | +93.7% | +180.2% |
| All | +387.6% | +176.2% | +211.4% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling