+284.2%
NEE vs WAT
+222.4%
+61.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | +8.6% | +5.4% | +3.2% | +7.2% |
| 3M | -0.3% | +11.3% | -11.6% | -2.9% |
| 6M | -8.9% | +37.4% | -46.3% | -15.7% |
| YTD | +8.3% | +21.2% | -12.8% | +2.2% |
| 1Y | +4.3% | +21.3% | -17.1% | -1.7% |
| 3Y | +70.7% | +83.4% | -12.6% | +37.3% |
| 5Y | +12.8% | +29.0% | -16.2% | -0.8% |
| All | +284.2% | +222.4% | +61.8% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling