+208.7%
NRG vs BWA
+70.7%
+138.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.3% |
| 30D | -6.0% | -2.9% | -3.0% | -5.2% |
| 3M | -8.0% | -10.7% | +2.8% | -5.4% |
| 6M | -23.2% | +26.5% | -49.6% | -28.0% |
| YTD | -28.1% | +49.1% | -77.2% | -36.4% |
| 1Y | -27.3% | +52.1% | -79.3% | -36.2% |
| 3Y | +208.7% | +72.6% | +136.1% | +140.7% |
| All | +208.7% | +70.7% | +138.0% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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