-18.6%
NRG vs WETO
-98.9%
+80.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -20.8% | +27.2% | +6.3% |
| 7D | +7.1% | -55.4% | +62.5% | +6.8% |
| 30D | -1.4% | -48.5% | +47.1% | -2.8% |
| 3M | -10.5% | -97.5% | +87.0% | -13.9% |
| 6M | -26.7% | -94.2% | +67.5% | -29.3% |
| YTD | -24.5% | -97.0% | +72.5% | -29.2% |
| 1Y | -18.6% | -98.9% | +80.3% | -27.0% |
| All | -18.6% | -98.9% | +80.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling