+7,487.7%
NEE vs WM
+28,683.0%
-21,195.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +2.3% | +1.2% | +1.1% | +2.1% |
| 30D | +11.5% | +13.7% | -2.2% | +9.1% |
| 3M | +2.6% | +5.2% | -2.6% | +1.7% |
| 6M | -6.0% | +11.2% | -17.1% | -7.7% |
| YTD | +9.8% | +9.4% | +0.4% | +8.0% |
| 1Y | +4.7% | +20.4% | -15.7% | +1.3% |
| 3Y | +71.0% | +44.7% | +26.4% | +60.1% |
| 5Y | +15.8% | +58.5% | -42.7% | +6.9% |
| 10Y | +287.3% | +326.4% | -39.1% | +213.4% |
| All | +7,487.7% | +28,683.0% | -21,195.3% | +5,010.6% |
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