+1,123.6%
NRG vs WM
+303.2%
+820.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +3.9% | -1.2% | +5.0% | +4.4% |
| 30D | -3.0% | -4.5% | +1.5% | -0.9% |
| 3M | -10.9% | -2.2% | -8.7% | -10.8% |
| 6M | -25.3% | -11.5% | -13.8% | -21.6% |
| YTD | -26.8% | -0.7% | -26.2% | -27.8% |
| 1Y | -23.3% | +0.3% | -23.6% | -25.2% |
| 3Y | +208.6% | +44.2% | +164.4% | +134.8% |
| 5Y | +194.1% | +51.6% | +142.5% | +112.9% |
| 10Y | +1,123.6% | +310.4% | +813.2% | +405.6% |
| All | +1,123.6% | +303.2% | +820.4% | +405.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling