+33.8%
NEE vs WU
-28.6%
+62.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -0.5% | -4.9% | +4.4% | 0.0% |
| 30D | -1.7% | -1.3% | -0.4% | -1.6% |
| 3M | -1.8% | -3.6% | +1.7% | -1.9% |
| 6M | -8.8% | -24.3% | +15.5% | -6.4% |
| YTD | +5.2% | -21.1% | +26.3% | +7.2% |
| 1Y | +21.3% | -10.3% | +31.7% | +20.7% |
| All | +33.8% | -28.6% | +62.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling