-49.7%
NRG vs WSM
+44.0%
-93.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.5% | -20.0% | -15.2% |
| 7D | -13.7% | +8.0% | -21.7% | -15.9% |
| 30D | -13.6% | +13.5% | -27.1% | -17.4% |
| 3M | -28.5% | +8.8% | -37.4% | -30.7% |
| 6M | -45.8% | +54.7% | -100.5% | -55.3% |
| YTD | -46.9% | +53.3% | -100.2% | -55.8% |
| 1Y | -49.7% | +41.1% | -90.8% | -57.3% |
| All | -49.7% | +44.0% | -93.7% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling