+10.1%
NEE vs WAB
+224.0%
-213.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -1.7% | -4.6% | +2.9% | -0.4% |
| 3M | -1.8% | +5.6% | -7.5% | -3.8% |
| 6M | -8.8% | +13.8% | -22.6% | -12.8% |
| YTD | +5.2% | +31.9% | -26.7% | -3.9% |
| 1Y | +21.3% | +48.3% | -26.9% | +6.8% |
| 3Y | +35.2% | +167.1% | -131.9% | -6.7% |
| 5Y | +10.1% | +222.9% | -212.7% | -29.9% |
| All | +10.1% | +224.0% | -213.8% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling