+1,464.0%
NRG vs WCN
+2,407.4%
-943.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | -0.2% | -4.4% | +4.2% | +2.1% |
| 30D | -6.8% | -4.4% | -2.4% | -4.6% |
| 3M | -7.1% | +0.5% | -7.6% | -7.9% |
| 6M | -27.6% | -3.3% | -24.3% | -27.1% |
| YTD | -29.2% | -8.5% | -20.7% | -27.0% |
| 1Y | -29.9% | -8.9% | -21.0% | -28.0% |
| 3Y | +198.7% | +18.0% | +180.6% | +160.9% |
| 5Y | +192.9% | +25.0% | +167.9% | +144.9% |
| 10Y | +1,084.1% | +234.7% | +849.4% | +467.8% |
| All | +1,464.0% | +2,407.4% | -943.4% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling