+1,762.4%
WULF vs NEE
+5,878.8%
-4,116.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | +15.6% | -0.5% | +16.1% | +15.7% |
| 30D | +5.7% | -1.7% | +7.4% | +6.1% |
| 3M | -32.3% | -1.8% | -30.5% | -32.2% |
| 6M | +23.7% | -8.8% | +32.5% | +25.5% |
| YTD | +49.1% | +5.2% | +43.9% | +47.9% |
| 1Y | +66.3% | +21.3% | +45.0% | +61.0% |
| 3Y | +851.7% | +35.2% | +816.5% | +792.0% |
| 5Y | -30.9% | +10.1% | -41.1% | -33.7% |
| 10Y | +86.9% | +253.2% | -166.3% | +54.9% |
| All | +1,762.4% | +5,878.8% | -4,116.4% | +828.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling