+291.2%
NEE vs WM
+332.5%
-41.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -1.0% |
| 7D | -2.8% | +0.8% | -3.5% | -3.2% |
| 30D | +9.5% | +13.8% | -4.3% | +1.5% |
| 3M | +1.0% | +6.4% | -5.3% | -2.7% |
| 6M | -8.0% | +13.2% | -21.2% | -15.0% |
| YTD | +9.4% | +10.8% | -1.3% | +1.9% |
| 1Y | +3.1% | +20.2% | -17.0% | -8.8% |
| 3Y | +70.5% | +46.5% | +24.0% | +29.3% |
| 5Y | +15.2% | +61.3% | -46.0% | -18.9% |
| 10Y | +291.2% | +324.8% | -33.6% | +68.9% |
| All | +291.2% | +332.5% | -41.3% | +68.9% |
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