-23.3%
NRG vs WM
+0.5%
-23.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.8% |
| 7D | +3.9% | -1.2% | +5.0% | +3.4% |
| 30D | -3.0% | -4.5% | +1.5% | -4.4% |
| 3M | -10.9% | -2.2% | -8.7% | -11.6% |
| 6M | -25.3% | -11.5% | -13.8% | -28.1% |
| YTD | -26.8% | -0.7% | -26.2% | -26.0% |
| 1Y | -23.3% | +0.3% | -23.6% | -21.7% |
| All | -23.3% | +0.5% | -23.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling