+531.5%
NRG vs WING
+407.0%
+124.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +1.3% | -6.0% | +7.3% | +2.3% |
| 3M | -6.0% | -23.5% | +17.5% | -1.9% |
| 6M | -22.0% | -52.0% | +30.0% | -12.2% |
| YTD | -24.1% | -53.8% | +29.7% | -15.1% |
| 1Y | -18.0% | -63.8% | +45.8% | -4.6% |
| 3Y | +220.0% | -30.8% | +250.8% | +216.7% |
| 5Y | +201.1% | -34.3% | +235.4% | +189.5% |
| 10Y | +1,085.1% | +352.4% | +732.7% | +573.6% |
| All | +531.5% | +407.0% | +124.5% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling