-26.7%
NRG vs WM
-8.7%
-18.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.7% | +6.0% |
| 7D | +7.1% | -0.3% | +7.4% | +7.0% |
| 30D | -1.4% | -2.4% | +1.0% | -2.1% |
| 3M | -10.5% | +0.4% | -10.9% | -11.4% |
| 6M | -26.7% | -9.5% | -17.3% | -29.4% |
| All | -26.7% | -8.7% | -18.1% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling