+1,516.1%
NRG vs WEC
+1,199.8%
+316.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.7% | -3.0% |
| 7D | +3.9% | +0.4% | +3.5% | +3.6% |
| 30D | -3.0% | +0.9% | -3.9% | -3.7% |
| 3M | -10.9% | -5.3% | -5.6% | -7.9% |
| 6M | -25.3% | -6.6% | -18.7% | -22.0% |
| YTD | -26.8% | +3.3% | -30.1% | -28.5% |
| 1Y | -23.3% | +2.1% | -25.4% | -24.7% |
| 3Y | +208.6% | +39.6% | +169.0% | +135.4% |
| 5Y | +194.1% | +31.2% | +163.0% | +129.6% |
| 10Y | +1,123.6% | +148.4% | +975.2% | +397.2% |
| All | +1,516.1% | +1,199.8% | +316.3% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling