-18.6%
NRG vs NWSA
+5.5%
-24.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +5.7% |
| 7D | +7.1% | -1.9% | +9.0% | +6.3% |
| 30D | -1.4% | +4.6% | -6.0% | +0.5% |
| 3M | -10.5% | +13.2% | -23.7% | -5.3% |
| 6M | -26.7% | +27.0% | -53.7% | -20.8% |
| YTD | -24.5% | +16.8% | -41.4% | -19.2% |
| 1Y | -18.6% | +4.5% | -23.1% | -15.0% |
| All | -18.6% | +5.5% | -24.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling