+37.8%
NEE vs WM
+46.1%
-8.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -2.2% | -2.4% | +0.2% | -1.4% |
| 3M | -1.2% | +0.4% | -1.6% | -1.5% |
| 6M | -8.6% | -9.5% | +0.9% | -5.8% |
| YTD | +6.2% | +0.5% | +5.7% | +5.5% |
| 1Y | +21.1% | -1.1% | +22.2% | +20.9% |
| All | +37.8% | +46.1% | -8.4% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling