+1,516.1%
NRG vs WAB
+3,660.4%
-2,144.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | +3.9% | +0.2% | +3.6% | +3.8% |
| 30D | -3.0% | -4.6% | +1.6% | -1.1% |
| 3M | -10.9% | +5.6% | -16.6% | -13.0% |
| 6M | -25.3% | +13.8% | -39.1% | -29.2% |
| YTD | -26.8% | +31.9% | -58.7% | -34.7% |
| 1Y | -23.3% | +48.3% | -71.6% | -34.8% |
| 3Y | +208.6% | +167.1% | +41.5% | +109.9% |
| 5Y | +194.1% | +222.9% | -28.7% | +83.8% |
| 10Y | +1,123.6% | +289.9% | +833.7% | +545.5% |
| All | +1,516.1% | +3,660.4% | -2,144.3% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling