+244.6%
NEE vs WM
+305.9%
-61.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -2.2% | -2.4% | +0.2% | -0.9% |
| 3M | -1.2% | +0.4% | -1.6% | -1.8% |
| 6M | -8.6% | -9.5% | +0.9% | -3.7% |
| YTD | +6.2% | +0.5% | +5.7% | +4.8% |
| 1Y | +21.1% | -1.1% | +22.2% | +20.3% |
| 3Y | +36.4% | +46.0% | -9.6% | +2.8% |
| 5Y | +11.4% | +51.8% | -40.5% | -19.0% |
| All | +244.6% | +305.9% | -61.3% | +55.2% |
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