+217.4%
NRG vs WM
+60.4%
+157.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | -9.3% | +13.3% | -22.6% | -11.8% |
| 3M | -17.1% | +4.4% | -21.5% | -18.0% |
| 6M | -28.9% | +10.8% | -39.7% | -31.1% |
| YTD | -37.9% | +9.1% | -47.0% | -39.8% |
| 1Y | -42.7% | +19.1% | -61.8% | -46.0% |
| 3Y | +127.5% | +45.7% | +81.8% | +89.3% |
| 5Y | +217.4% | +60.4% | +157.0% | +146.3% |
| All | +217.4% | +60.4% | +157.0% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling