+1,567.2%
NRG vs WM
+1,256.7%
+310.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.7% | +7.1% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | -1.4% | -2.4% | +1.0% | -0.1% |
| 3M | -10.5% | +0.4% | -10.9% | -11.7% |
| 6M | -26.7% | -9.5% | -17.3% | -23.4% |
| YTD | -24.5% | +0.5% | -25.0% | -26.2% |
| 1Y | -18.6% | -1.1% | -17.5% | -20.3% |
| 3Y | +227.1% | +46.0% | +181.1% | +141.6% |
| 5Y | +198.8% | +51.8% | +147.0% | +111.4% |
| 10Y | +1,122.3% | +307.5% | +814.7% | +336.4% |
| All | +1,567.2% | +1,256.7% | +310.5% | +176.3% |
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