+4,844.8%
NEE vs WAB
+4,092.2%
+752.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | -2.2% | -4.4% | +2.3% | -1.5% |
| 3M | -1.2% | +7.9% | -9.0% | -2.5% |
| 6M | -8.6% | +8.7% | -17.3% | -9.9% |
| YTD | +6.2% | +33.0% | -26.8% | +1.5% |
| 1Y | +21.1% | +46.7% | -25.5% | +13.9% |
| 3Y | +36.4% | +153.0% | -116.6% | +17.5% |
| 5Y | +11.4% | +222.3% | -210.9% | -7.8% |
| 10Y | +250.0% | +291.0% | -41.0% | +170.1% |
| All | +4,844.8% | +4,092.2% | +752.6% | +2,754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling