+287.3%
NEE vs WST
+446.4%
-159.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +2.3% | +1.4% | +0.9% | +2.0% |
| 30D | +11.5% | +12.7% | -1.2% | +9.0% |
| 3M | +2.6% | +17.2% | -14.5% | -0.5% |
| 6M | -6.0% | +26.7% | -32.6% | -10.3% |
| YTD | +9.8% | +50.3% | -40.5% | +0.9% |
| 1Y | +4.7% | +50.2% | -45.5% | -3.8% |
| 3Y | +71.0% | +21.7% | +49.3% | +54.9% |
| 5Y | +15.8% | +2.0% | +13.8% | +7.1% |
| 10Y | +287.3% | +451.1% | -163.8% | +142.3% |
| All | +287.3% | +446.4% | -159.1% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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