+4,360.7%
NEE vs WAT
+12,580.5%
-8,219.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +2.3% | +3.4% | -1.1% | +1.8% |
| 30D | +11.5% | +9.6% | +1.9% | +10.0% |
| 3M | +2.6% | +15.5% | -12.9% | +0.5% |
| 6M | -6.0% | +33.9% | -39.9% | -9.9% |
| YTD | +9.8% | +25.2% | -15.4% | +5.6% |
| 1Y | +4.7% | +26.3% | -21.6% | +0.6% |
| 3Y | +71.0% | +85.8% | -14.8% | +53.3% |
| 5Y | +15.8% | +35.3% | -19.5% | +7.6% |
| 10Y | +287.3% | +231.8% | +55.5% | +219.2% |
| All | +4,360.7% | +12,580.5% | -8,219.9% | +3,043.9% |
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