+125.7%
WFC vs NEE
+70.8%
+54.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.3% | -2.8% | +1.5% | -1.1% |
| 30D | +3.6% | +9.5% | -5.9% | +3.1% |
| 3M | -1.3% | +1.0% | -2.4% | -1.5% |
| 6M | +18.0% | -8.0% | +26.0% | +18.2% |
| YTD | -5.9% | +9.4% | -15.3% | -6.7% |
| 1Y | +1.8% | +3.1% | -1.4% | +1.2% |
| All | +125.7% | +70.8% | +54.9% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling