+1,065.2%
NRG vs WSM
+1,071.8%
-6.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -4.7% | -0.5% | -4.1% | -4.5% |
| 30D | -6.0% | -7.7% | +1.8% | -4.0% |
| 3M | -8.0% | +3.8% | -11.7% | -9.2% |
| 6M | -23.2% | +22.7% | -45.8% | -27.5% |
| YTD | -28.1% | +28.0% | -56.1% | -32.8% |
| 1Y | -27.3% | +12.7% | -40.0% | -30.1% |
| 3Y | +208.7% | +231.3% | -22.6% | +126.0% |
| 5Y | +197.7% | +177.2% | +20.5% | +118.1% |
| All | +1,065.2% | +1,071.8% | -6.6% | +436.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling