+208.7%
NRG vs WEC
+39.2%
+169.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -6.0% | -2.6% | -3.3% | -5.5% |
| 3M | -8.0% | -6.0% | -1.9% | -6.9% |
| 6M | -23.2% | -5.4% | -17.7% | -22.2% |
| YTD | -28.1% | +2.5% | -30.5% | -27.6% |
| 1Y | -27.3% | -0.7% | -26.5% | -26.7% |
| 3Y | +208.7% | +38.7% | +169.9% | +195.9% |
| All | +208.7% | +39.2% | +169.5% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling