-27.3%
NRG vs NWSA
+3.0%
-30.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.7% |
| 7D | -4.7% | -2.8% | -1.9% | -5.7% |
| 30D | -6.0% | +3.0% | -9.0% | -4.8% |
| 3M | -8.0% | +12.3% | -20.3% | -3.7% |
| 6M | -23.2% | +21.9% | -45.0% | -18.7% |
| YTD | -28.1% | +13.6% | -41.6% | -24.1% |
| 1Y | -27.3% | +0.5% | -27.7% | -22.8% |
| All | -27.3% | +3.0% | -30.3% | -22.8% |
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