+7,547.6%
NEE vs WM
+28,547.2%
-20,999.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | +3.9% | +1.2% | +2.7% | +3.7% |
| 30D | +12.8% | +13.1% | -0.2% | +10.5% |
| 3M | +3.6% | +3.6% | -0.1% | +2.9% |
| 6M | -7.5% | +8.1% | -15.6% | -8.8% |
| YTD | +10.7% | +8.9% | +1.8% | +8.9% |
| 1Y | +9.1% | +20.3% | -11.2% | +5.5% |
| 3Y | +61.0% | +46.2% | +14.8% | +50.5% |
| 5Y | +16.3% | +59.9% | -43.6% | +7.2% |
| 10Y | +264.6% | +345.6% | -81.0% | +193.5% |
| All | +7,547.6% | +28,547.2% | -20,999.7% | +5,055.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling