+15.6%
NEE vs WAT
+34.5%
-18.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +2.3% | +3.4% | -1.1% | +1.7% |
| 30D | +11.5% | +9.6% | +1.9% | +9.7% |
| 3M | +2.6% | +15.5% | -12.9% | 0.0% |
| 6M | -6.0% | +33.9% | -39.9% | -10.8% |
| YTD | +9.8% | +25.2% | -15.4% | +4.8% |
| 1Y | +4.7% | +26.3% | -21.6% | -0.3% |
| 3Y | +71.0% | +85.8% | -14.8% | +41.7% |
| All | +15.6% | +34.5% | -18.9% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling