+1,065.2%
NRG vs NWSA
+149.4%
+915.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -2.8% | -1.9% | -3.8% |
| 30D | -6.0% | +3.0% | -9.0% | -7.0% |
| 3M | -8.0% | +12.3% | -20.3% | -12.2% |
| 6M | -23.2% | +21.9% | -45.0% | -29.2% |
| YTD | -28.1% | +13.6% | -41.6% | -32.3% |
| 1Y | -27.3% | +0.5% | -27.7% | -28.7% |
| 3Y | +208.7% | +43.8% | +164.9% | +164.9% |
| 5Y | +197.7% | +41.2% | +156.5% | +149.6% |
| All | +1,065.2% | +149.4% | +915.8% | +627.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling