+145.0%
WFC vs NEE
+251.4%
-106.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +1.5% | -3.3% | +4.9% | +2.5% |
| 3M | +10.2% | -2.3% | +12.5% | +10.8% |
| 6M | +18.8% | -8.9% | +27.7% | +21.5% |
| YTD | -1.5% | +4.8% | -6.3% | -3.7% |
| 1Y | +13.5% | +18.7% | -5.2% | +6.6% |
| 3Y | +135.0% | +33.2% | +101.7% | +103.4% |
| 5Y | +130.1% | +10.9% | +119.2% | +108.8% |
| All | +145.0% | +251.4% | -106.4% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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