-24.7%
WULF vs NEE
+9.6%
-34.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -2.6% | -3.3% | +0.7% | -1.5% |
| 3M | -34.0% | -2.3% | -31.7% | -33.7% |
| 6M | +10.0% | -8.9% | +18.8% | +13.1% |
| YTD | +45.7% | +4.8% | +40.9% | +43.7% |
| 1Y | +57.3% | +18.7% | +38.6% | +49.1% |
| 3Y | +878.9% | +33.2% | +845.7% | +735.0% |
| All | -24.7% | +9.6% | -34.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling