+244.8%
NEE vs WPM
+558.4%
-313.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.5% |
| 7D | -1.3% | -0.6% | -0.8% | -1.3% |
| 30D | -3.3% | +14.4% | -17.7% | -5.6% |
| 3M | -2.3% | +37.0% | -39.2% | -7.5% |
| 6M | -8.9% | +4.1% | -13.0% | -10.4% |
| YTD | +4.8% | +31.7% | -27.0% | -1.6% |
| 1Y | +18.7% | +44.2% | -25.4% | +9.3% |
| 3Y | +33.2% | +265.5% | -232.2% | +2.9% |
| 5Y | +10.9% | +262.5% | -251.6% | -15.4% |
| All | +244.8% | +558.4% | -313.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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