+898.2%
NRG vs SW
+183.3%
+714.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.6% |
| 30D | -9.3% | +7.0% | -16.4% | -10.3% |
| 3M | -17.1% | -7.6% | -9.5% | -16.4% |
| 6M | -28.9% | +8.5% | -37.4% | -30.0% |
| YTD | -37.9% | +17.7% | -55.6% | -39.7% |
| 1Y | -42.7% | +27.1% | -69.8% | -44.9% |
| 3Y | +127.5% | +48.2% | +79.3% | +117.1% |
| 5Y | +217.4% | -2.3% | +219.7% | +205.7% |
| 10Y | +898.2% | +183.3% | +714.8% | +706.5% |
| All | +898.2% | +183.3% | +714.8% | +706.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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