+4,213.8%
NEE vs WAT
+10,816.8%
-6,603.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | -2.2% | +2.3% | -4.5% | -2.5% |
| 3M | -1.2% | +8.7% | -9.9% | -2.4% |
| 6M | -8.6% | +28.3% | -36.9% | -12.0% |
| YTD | +6.2% | +7.8% | -1.6% | +4.3% |
| 1Y | +21.1% | +36.6% | -15.5% | +15.0% |
| 3Y | +36.4% | +45.7% | -9.3% | +26.3% |
| 5Y | +11.4% | -3.3% | +14.7% | +8.2% |
| 10Y | +250.0% | +162.1% | +87.9% | +197.1% |
| All | +4,213.8% | +10,816.8% | -6,603.0% | +3,005.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling