+208.7%
NRG vs WCC
+130.1%
+78.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.1% |
| 7D | -4.7% | +1.5% | -6.2% | -5.3% |
| 30D | -6.0% | -2.1% | -3.8% | -5.2% |
| 3M | -8.0% | +3.8% | -11.8% | -10.0% |
| 6M | -23.2% | +35.0% | -58.1% | -32.5% |
| YTD | -28.1% | +46.4% | -74.4% | -38.7% |
| 1Y | -27.3% | +63.0% | -90.2% | -40.8% |
| 3Y | +208.7% | +133.9% | +74.7% | +111.9% |
| All | +208.7% | +130.1% | +78.6% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling