+10.9%
NEE vs WMB
+282.7%
-271.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | -0.2% | +7.7% | -7.9% | -2.4% |
| 3M | +0.5% | +6.7% | -6.2% | -1.5% |
| 6M | -6.5% | +3.6% | -10.2% | -7.7% |
| YTD | +6.7% | +28.0% | -21.3% | -0.7% |
| 1Y | +23.6% | +37.6% | -14.0% | +12.4% |
| 3Y | +37.1% | +149.0% | -111.9% | +0.4% |
| 5Y | +10.9% | +285.3% | -274.4% | -19.2% |
| All | +10.9% | +282.7% | -271.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling