+7,238.0%
NEE vs WST
+12,330.1%
-5,092.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -2.2% | -3.1% | +1.0% | -1.6% |
| 3M | -1.2% | +7.2% | -8.4% | -2.6% |
| 6M | -8.6% | +36.8% | -45.4% | -14.0% |
| YTD | +6.2% | +23.8% | -17.7% | +1.4% |
| 1Y | +21.1% | +37.8% | -16.7% | +13.1% |
| 3Y | +36.4% | -15.9% | +52.3% | +33.4% |
| 5Y | +11.4% | -25.8% | +37.2% | +9.3% |
| 10Y | +250.0% | +319.6% | -69.6% | +142.9% |
| All | +7,238.0% | +12,330.1% | -5,092.2% | +3,203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling