+1,516.1%
NRG vs WAT
+1,127.4%
+388.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.0% | -3.7% |
| 7D | +3.9% | -1.8% | +5.6% | +4.5% |
| 30D | -3.0% | -1.7% | -1.3% | -2.3% |
| 3M | -10.9% | +9.1% | -20.0% | -14.2% |
| 6M | -25.3% | +32.4% | -57.7% | -33.8% |
| YTD | -26.8% | +6.6% | -33.4% | -30.2% |
| 1Y | -23.3% | +34.7% | -58.0% | -33.7% |
| 3Y | +208.6% | +53.6% | +155.0% | +141.7% |
| 5Y | +194.1% | -4.1% | +198.2% | +172.2% |
| 10Y | +1,123.6% | +167.9% | +955.7% | +611.6% |
| All | +1,516.1% | +1,127.4% | +388.7% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling