+203.7%
NRG vs WING
-29.7%
+233.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -6.8% | -0.5% | -6.3% | -6.8% |
| 3M | -7.1% | -23.9% | +16.7% | -3.7% |
| 6M | -27.6% | -48.9% | +21.3% | -20.7% |
| YTD | -29.2% | -53.3% | +24.1% | -22.3% |
| 1Y | -29.9% | -60.3% | +30.4% | -21.0% |
| All | +203.7% | -29.7% | +233.5% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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