+245.4%
NEE vs WAB
+292.7%
-47.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -3.1% | -5.9% | +2.7% | -2.0% |
| 3M | -2.4% | +9.4% | -11.8% | -4.4% |
| 6M | -8.6% | +13.8% | -22.4% | -11.3% |
| YTD | +4.9% | +31.8% | -26.8% | -1.2% |
| 1Y | +19.4% | +48.5% | -29.1% | +9.7% |
| 3Y | +34.9% | +167.0% | -132.1% | +8.8% |
| 5Y | +11.0% | +222.3% | -211.3% | -14.0% |
| All | +245.4% | +292.7% | -47.3% | +140.8% |
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