+1,516.1%
NRG vs BWA
+850.2%
+665.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | +3.9% | +0.1% | +3.7% | +3.9% |
| 30D | -3.0% | -5.6% | +2.6% | -1.2% |
| 3M | -10.9% | -10.7% | -0.2% | -7.6% |
| 6M | -25.3% | +23.2% | -48.4% | -30.6% |
| YTD | -26.8% | +46.0% | -72.8% | -36.5% |
| 1Y | -23.3% | +51.2% | -74.5% | -34.4% |
| 3Y | +208.6% | +69.6% | +139.0% | +147.3% |
| 5Y | +194.1% | +86.6% | +107.6% | +123.1% |
| 10Y | +1,123.6% | +152.3% | +971.3% | +662.6% |
| All | +1,516.1% | +850.2% | +665.9% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling