+284.2%
NEE vs WAB
+266.7%
+17.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.1% | +5.1% | -7.2% | -3.1% |
| 30D | +8.6% | +4.0% | +4.6% | +7.5% |
| 3M | -0.3% | +0.1% | -0.4% | -0.5% |
| 6M | -8.9% | +12.8% | -21.7% | -11.6% |
| YTD | +8.3% | +40.1% | -31.7% | +0.4% |
| 1Y | +4.3% | +46.4% | -42.1% | -4.3% |
| 3Y | +70.7% | +167.4% | -96.6% | +36.5% |
| 5Y | +12.8% | +215.0% | -202.2% | -13.5% |
| All | +284.2% | +266.7% | +17.5% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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