+1,046.6%
NRG vs WST
+341.6%
+704.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -6.8% | -2.0% | -4.8% | -6.4% |
| 3M | -7.1% | +4.1% | -11.2% | -7.9% |
| 6M | -27.6% | +47.4% | -75.0% | -32.8% |
| YTD | -29.2% | +25.4% | -54.6% | -32.4% |
| 1Y | -29.9% | +35.3% | -65.2% | -34.3% |
| 3Y | +198.7% | -11.7% | +210.3% | +190.1% |
| 5Y | +192.9% | -24.0% | +216.9% | +187.4% |
| All | +1,046.6% | +341.6% | +704.9% | +575.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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