+203.7%
NRG vs WAT
+52.2%
+151.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -6.8% | -3.2% | -3.6% | -6.2% |
| 3M | -7.1% | +10.6% | -17.7% | -9.1% |
| 6M | -27.6% | +34.0% | -61.6% | -32.1% |
| YTD | -29.2% | +5.7% | -34.9% | -30.6% |
| 1Y | -29.9% | +37.1% | -67.0% | -35.7% |
| All | +203.7% | +52.2% | +151.6% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling