+1,065.2%
NRG vs WAB
+296.8%
+768.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -6.0% | -4.1% | -1.9% | -4.2% |
| 3M | -8.0% | +8.2% | -16.1% | -11.4% |
| 6M | -23.2% | +15.4% | -38.6% | -28.0% |
| YTD | -28.1% | +33.1% | -61.2% | -36.6% |
| 1Y | -27.3% | +48.1% | -75.3% | -38.9% |
| 3Y | +208.7% | +167.7% | +40.9% | +108.3% |
| 5Y | +197.7% | +225.7% | -28.1% | +84.9% |
| All | +1,065.2% | +296.8% | +768.3% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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