+1,065.2%
NRG vs WEC
+146.6%
+918.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.4% |
| 30D | -6.0% | -2.6% | -3.3% | -4.9% |
| 3M | -8.0% | -6.0% | -1.9% | -5.5% |
| 6M | -23.2% | -5.4% | -17.7% | -21.3% |
| YTD | -28.1% | +2.5% | -30.5% | -28.8% |
| 1Y | -27.3% | -0.7% | -26.5% | -27.2% |
| 3Y | +208.7% | +38.7% | +169.9% | +159.3% |
| 5Y | +197.7% | +31.7% | +166.0% | +154.4% |
| All | +1,065.2% | +146.6% | +918.6% | +636.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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