+285.0%
NEE vs WING
+620.6%
-335.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.4% |
| 7D | -3.4% | -3.9% | +0.5% | -3.1% |
| 30D | +9.0% | +26.6% | -17.6% | +6.6% |
| 3M | +0.2% | +42.5% | -42.3% | -3.4% |
| 6M | -8.5% | +29.4% | -37.9% | -11.4% |
| YTD | +8.6% | -32.8% | +41.3% | +10.8% |
| 1Y | +2.2% | -33.5% | +35.6% | +4.2% |
| 3Y | +69.1% | -23.4% | +92.5% | +62.0% |
| 5Y | +13.0% | -0.4% | +13.5% | +0.4% |
| All | +285.0% | +620.6% | -335.6% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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