+281.9%
NEE vs WM
+337.2%
-55.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | -0.5% | +2.6% | +2.4% |
| 30D | +12.3% | +13.3% | -1.1% | +4.4% |
| 3M | +3.4% | +4.4% | -1.0% | +0.7% |
| 6M | -5.3% | +10.8% | -16.1% | -11.5% |
| YTD | +10.6% | +9.1% | +1.5% | +3.9% |
| 1Y | +6.5% | +19.1% | -12.7% | -5.3% |
| 3Y | +73.5% | +45.7% | +27.9% | +32.0% |
| 5Y | +17.0% | +60.4% | -43.5% | -17.4% |
| 10Y | +281.9% | +328.7% | -46.9% | +74.5% |
| All | +281.9% | +337.2% | -55.3% | +74.5% |
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