+1,516.1%
NRG vs WCC
+3,888.3%
-2,372.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.1% |
| 7D | +3.9% | +6.8% | -3.0% | +1.7% |
| 30D | -3.0% | -3.0% | 0.0% | -2.0% |
| 3M | -10.9% | +0.2% | -11.1% | -11.3% |
| 6M | -25.3% | +33.2% | -58.4% | -32.5% |
| YTD | -26.8% | +45.8% | -72.7% | -35.9% |
| 1Y | -23.3% | +68.4% | -91.7% | -36.2% |
| 3Y | +208.6% | +131.1% | +77.5% | +122.7% |
| 5Y | +194.1% | +225.6% | -31.5% | +80.4% |
| 10Y | +1,123.6% | +534.2% | +589.4% | +417.6% |
| All | +1,516.1% | +3,888.3% | -2,372.2% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling