-49.7%
NRG vs WAT
+32.9%
-82.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.7% | -15.2% | -13.6% |
| 7D | -13.7% | -1.9% | -11.8% | -13.6% |
| 30D | -13.6% | +6.2% | -19.8% | -13.9% |
| 3M | -28.5% | +18.1% | -46.6% | -29.3% |
| 6M | -45.8% | +54.9% | -100.7% | -47.7% |
| YTD | -46.9% | +23.1% | -70.1% | -48.8% |
| 1Y | -49.7% | +27.3% | -77.0% | -50.9% |
| All | -49.7% | +32.9% | -82.7% | -50.9% |
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