+201.1%
NRG vs WM
+53.3%
+147.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +9.3% | -0.9% | +10.2% | +9.4% |
| 30D | +1.3% | -4.3% | +5.6% | +2.2% |
| 3M | -6.0% | +0.8% | -6.7% | -6.8% |
| 6M | -22.0% | -10.8% | -11.2% | -20.1% |
| YTD | -24.1% | -0.1% | -24.1% | -24.9% |
| 1Y | -18.0% | +1.0% | -19.0% | -19.3% |
| 3Y | +220.0% | +45.1% | +174.9% | +162.1% |
| 5Y | +201.1% | +52.1% | +149.0% | +133.5% |
| All | +201.1% | +53.3% | +147.8% | +133.5% |
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