+260.3%
NEE vs WM
+339.4%
-79.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.3% |
| 7D | +3.9% | +1.2% | +2.7% | +3.2% |
| 30D | +12.8% | +13.1% | -0.2% | +5.0% |
| 3M | +3.6% | +3.6% | -0.1% | +1.3% |
| 6M | -7.5% | +8.1% | -15.6% | -12.2% |
| YTD | +10.7% | +8.9% | +1.8% | +4.1% |
| 1Y | +9.1% | +20.3% | -11.2% | -3.6% |
| 3Y | +61.0% | +46.2% | +14.8% | +22.3% |
| 5Y | +16.3% | +59.9% | -43.6% | -17.6% |
| All | +260.3% | +339.4% | -79.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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