+7,273.1%
NEE vs WSM
+34,818.5%
-27,545.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.1% | +2.6% | -1.5% | +0.9% |
| 30D | -0.2% | -9.5% | +9.3% | +0.5% |
| 3M | +0.5% | +12.9% | -12.4% | -0.5% |
| 6M | -6.5% | +23.0% | -29.6% | -8.2% |
| YTD | +6.7% | +28.9% | -22.2% | +4.3% |
| 1Y | +23.6% | +13.7% | +9.9% | +21.9% |
| 3Y | +37.1% | +232.6% | -195.5% | +22.3% |
| 5Y | +10.9% | +185.9% | -174.9% | -1.3% |
| 10Y | +245.4% | +998.6% | -753.3% | +169.4% |
| All | +7,273.1% | +34,818.5% | -27,545.4% | +4,367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling