-18.6%
NRG vs WAT
+41.4%
-60.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.5% |
| 7D | +7.1% | -1.3% | +8.4% | +7.1% |
| 30D | -1.4% | +2.3% | -3.8% | -1.4% |
| 3M | -10.5% | +8.7% | -19.2% | -10.5% |
| 6M | -26.7% | +28.3% | -55.1% | -27.8% |
| YTD | -24.5% | +7.8% | -32.3% | -26.4% |
| 1Y | -18.6% | +36.6% | -55.2% | -15.1% |
| All | -18.6% | +41.4% | -60.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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