+703.7%
NRG vs WPM
+5,810.9%
-5,107.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.5% |
| 7D | -0.2% | -3.6% | +3.4% | +0.6% |
| 30D | -6.8% | +12.5% | -19.3% | -9.2% |
| 3M | -7.1% | +40.6% | -47.7% | -13.9% |
| 6M | -27.6% | +0.5% | -28.1% | -28.3% |
| YTD | -29.2% | +29.0% | -58.2% | -33.7% |
| 1Y | -29.9% | +43.8% | -73.7% | -36.0% |
| 3Y | +198.7% | +266.3% | -67.6% | +122.1% |
| 5Y | +192.9% | +255.1% | -62.2% | +115.0% |
| 10Y | +1,084.1% | +526.8% | +557.3% | +621.9% |
| All | +703.7% | +5,810.9% | -5,107.2% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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