+193.5%
NRG vs WAT
-3.5%
+196.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -6.0% | -1.9% | -4.1% | -5.5% |
| 3M | -8.0% | +13.5% | -21.5% | -11.0% |
| 6M | -23.2% | +37.2% | -60.4% | -29.6% |
| YTD | -28.1% | +7.5% | -35.6% | -30.2% |
| 1Y | -27.3% | +35.0% | -62.3% | -34.1% |
| 3Y | +208.7% | +55.1% | +153.6% | +162.9% |
| All | +193.5% | -3.5% | +196.9% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling