+1,221.5%
NEE vs WU
-19.6%
+1,241.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | +1.9% | -0.8% | +2.8% | +2.1% |
| 30D | -2.2% | -1.1% | -1.1% | -2.0% |
| 3M | -1.2% | -3.9% | +2.7% | -1.2% |
| 6M | -8.6% | -20.7% | +12.1% | -4.4% |
| YTD | +6.2% | -18.4% | +24.6% | +10.0% |
| 1Y | +21.1% | -8.1% | +29.2% | +20.9% |
| 3Y | +36.4% | -24.2% | +60.6% | +40.8% |
| 5Y | +11.4% | -50.4% | +61.8% | +26.3% |
| 10Y | +250.0% | -40.0% | +290.0% | +264.9% |
| All | +1,221.5% | -19.6% | +1,241.1% | +990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling