+1,464.0%
NRG vs WSM
+1,864.7%
-400.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -2.8% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -6.8% | -10.7% | +3.9% | -4.1% |
| 3M | -7.1% | +8.5% | -15.6% | -9.4% |
| 6M | -27.6% | +19.6% | -47.2% | -31.1% |
| YTD | -29.2% | +26.6% | -55.8% | -33.7% |
| 1Y | -29.9% | +12.0% | -41.8% | -32.5% |
| 3Y | +198.7% | +226.6% | -28.0% | +115.8% |
| 5Y | +192.9% | +174.1% | +18.8% | +111.4% |
| 10Y | +1,084.1% | +1,052.9% | +31.2% | +438.0% |
| All | +1,464.0% | +1,864.7% | -400.7% | +356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling