+2.2%
NEE vs WAT
+19.9%
-17.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -3.4% | +2.0% | -5.4% | -3.3% |
| 30D | +9.0% | +7.7% | +1.3% | +9.0% |
| 3M | +0.2% | +11.1% | -10.9% | +0.1% |
| 6M | -8.5% | +31.2% | -39.7% | -8.6% |
| YTD | +8.6% | +21.7% | -13.1% | +7.4% |
| 1Y | +2.2% | +19.3% | -17.2% | +1.6% |
| All | +2.2% | +19.9% | -17.7% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling