+253.2%
NEE vs WMB
+315.8%
-62.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.7% | +4.6% | -6.3% | -2.7% |
| 3M | -1.8% | +5.7% | -7.6% | -3.1% |
| 6M | -8.8% | +4.2% | -13.0% | -9.8% |
| YTD | +5.2% | +26.8% | -21.7% | -0.1% |
| 1Y | +21.3% | +34.7% | -13.3% | +13.7% |
| 3Y | +35.2% | +146.8% | -111.6% | +10.7% |
| 5Y | +10.1% | +285.0% | -274.9% | -17.2% |
| 10Y | +253.2% | +313.2% | -60.0% | +136.9% |
| All | +253.2% | +315.8% | -62.6% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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