+1,271.2%
NRG vs WM
+1,372.3%
-101.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.2% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | -9.3% | +13.3% | -22.6% | -16.6% |
| 3M | -17.1% | +4.4% | -21.5% | -20.1% |
| 6M | -28.9% | +10.8% | -39.7% | -34.6% |
| YTD | -37.9% | +9.1% | -47.0% | -42.8% |
| 1Y | -42.7% | +19.1% | -61.8% | -50.1% |
| 3Y | +127.5% | +45.7% | +81.8% | +68.0% |
| 5Y | +217.4% | +60.4% | +157.0% | +116.1% |
| 10Y | +898.2% | +328.7% | +569.4% | +242.9% |
| All | +1,271.2% | +1,372.3% | -101.2% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling