-18.6%
NRG vs WCC
+61.8%
-80.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.9% | +2.6% | +4.6% |
| 7D | +7.1% | +4.5% | +2.6% | +5.0% |
| 30D | -1.4% | -5.8% | +4.4% | +1.2% |
| 3M | -10.5% | -3.7% | -6.8% | -9.9% |
| 6M | -26.7% | +23.1% | -49.8% | -34.2% |
| YTD | -24.5% | +44.2% | -68.7% | -35.6% |
| 1Y | -18.6% | +62.1% | -80.7% | -31.5% |
| All | -18.6% | +61.8% | -80.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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