+245.4%
NEE vs WAT
+166.5%
+78.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.3% |
| 30D | -3.1% | -3.2% | +0.1% | -2.5% |
| 3M | -2.4% | +10.6% | -13.0% | -4.8% |
| 6M | -8.6% | +34.0% | -42.6% | -15.3% |
| YTD | +4.9% | +5.7% | -0.8% | +2.4% |
| 1Y | +19.4% | +37.1% | -17.7% | +8.9% |
| 3Y | +34.9% | +52.4% | -17.5% | +14.0% |
| 5Y | +11.0% | -4.4% | +15.4% | +6.1% |
| All | +245.4% | +166.5% | +78.9% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling