+253.2%
NEE vs WST
+325.7%
-72.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.5% | -1.7% | +1.1% | -0.2% |
| 30D | -1.7% | -4.3% | +2.6% | -0.9% |
| 3M | -1.8% | +0.7% | -2.6% | -2.1% |
| 6M | -8.8% | +36.0% | -44.9% | -14.3% |
| YTD | +5.2% | +22.7% | -17.5% | +0.5% |
| 1Y | +21.3% | +34.1% | -12.8% | +13.6% |
| 3Y | +35.2% | -13.6% | +48.8% | +32.2% |
| 5Y | +10.1% | -26.0% | +36.1% | +9.3% |
| 10Y | +253.2% | +335.8% | -82.5% | +136.4% |
| All | +253.2% | +325.7% | -72.5% | +136.4% |
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