+33.5%
NEE vs WSM
+226.4%
-193.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -1.9% | +0.4% | -2.4% | -2.0% |
| 30D | -3.1% | -10.7% | +7.6% | -2.2% |
| 3M | -2.4% | +8.5% | -10.9% | -3.2% |
| 6M | -8.6% | +19.6% | -28.2% | -10.2% |
| YTD | +4.9% | +26.6% | -21.7% | +2.4% |
| 1Y | +19.4% | +12.0% | +7.4% | +17.7% |
| All | +33.5% | +226.4% | -193.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling