+1,065.2%
NRG vs WCN
+235.9%
+829.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -4.7% | -3.1% | -1.6% | -3.3% |
| 30D | -6.0% | -3.4% | -2.6% | -4.5% |
| 3M | -8.0% | +3.0% | -10.9% | -9.7% |
| 6M | -23.2% | -3.8% | -19.4% | -22.5% |
| YTD | -28.1% | -8.3% | -19.7% | -26.0% |
| 1Y | -27.3% | -9.7% | -17.5% | -25.1% |
| 3Y | +208.7% | +17.2% | +191.5% | +168.3% |
| 5Y | +197.7% | +25.3% | +172.4% | +145.1% |
| All | +1,065.2% | +235.9% | +829.3% | +465.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling