+461.8%
NRG vs NWSA
+120.6%
+341.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -0.2% | -4.8% | +4.6% | +1.4% |
| 30D | -6.8% | +3.0% | -9.8% | -7.8% |
| 3M | -7.1% | +9.3% | -16.4% | -10.9% |
| 6M | -27.6% | +23.2% | -50.7% | -33.9% |
| YTD | -29.2% | +13.3% | -42.5% | -33.7% |
| 1Y | -29.9% | +2.9% | -32.8% | -32.2% |
| 3Y | +198.7% | +43.3% | +155.3% | +153.9% |
| 5Y | +192.9% | +40.9% | +152.0% | +143.1% |
| 10Y | +1,084.1% | +148.1% | +936.0% | +612.5% |
| All | +461.8% | +120.6% | +341.2% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling