+2,272.4%
NEE vs WTW
+1,102.0%
+1,170.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.3% | -5.7% | +4.4% | +0.3% |
| 30D | -3.3% | -7.3% | +3.9% | -1.4% |
| 3M | -2.3% | +21.5% | -23.7% | -7.8% |
| 6M | -8.9% | +9.6% | -18.5% | -12.2% |
| YTD | +4.8% | -3.3% | +8.0% | +4.2% |
| 1Y | +18.7% | -6.1% | +24.9% | +18.9% |
| 3Y | +33.2% | +61.8% | -28.6% | +12.8% |
| 5Y | +10.9% | +42.7% | -31.8% | -3.3% |
| 10Y | +251.8% | +197.2% | +54.5% | +149.0% |
| All | +2,272.4% | +1,102.0% | +1,170.3% | +1,172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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