+284.2%
NEE vs WMB
+282.5%
+1.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.1% | +7.8% | -9.9% | -3.6% |
| 30D | +8.6% | -5.1% | +13.7% | +9.4% |
| 3M | -0.3% | -4.7% | +4.4% | +0.3% |
| 6M | -8.9% | -7.4% | -1.5% | -8.0% |
| YTD | +8.3% | +17.5% | -9.1% | +4.1% |
| 1Y | +4.3% | +19.5% | -15.2% | -0.2% |
| 3Y | +70.7% | +121.3% | -50.5% | +42.2% |
| 5Y | +12.8% | +200.5% | -187.7% | -11.6% |
| All | +284.2% | +282.5% | +1.7% | +158.3% |
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