+208.7%
NRG vs WSM
+230.1%
-21.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.4% |
| 3M | -8.0% | +3.8% | -11.7% | -9.6% |
| 6M | -23.2% | +22.7% | -45.8% | -28.9% |
| YTD | -28.1% | +28.0% | -56.1% | -34.4% |
| 1Y | -27.3% | +12.7% | -40.0% | -31.2% |
| 3Y | +208.7% | +231.3% | -22.6% | +137.9% |
| All | +208.7% | +230.1% | -21.4% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling