+11.0%
NEE vs WSM
+171.2%
-160.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -2.4% | +8.5% | -10.9% | -3.3% |
| 6M | -8.6% | +19.6% | -28.2% | -10.4% |
| YTD | +4.9% | +26.6% | -21.7% | +2.0% |
| 1Y | +19.4% | +12.0% | +7.4% | +17.4% |
| 3Y | +34.9% | +226.6% | -191.8% | +14.3% |
| 5Y | +11.0% | +174.1% | -163.1% | -7.8% |
| All | +11.0% | +171.2% | -160.2% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling