+203.7%
NRG vs WST
-11.8%
+215.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -6.8% | -2.0% | -4.8% | -6.6% |
| 3M | -7.1% | +4.1% | -11.2% | -7.5% |
| 6M | -27.6% | +47.4% | -75.0% | -30.0% |
| YTD | -29.2% | +25.4% | -54.6% | -30.8% |
| 1Y | -29.9% | +35.3% | -65.2% | -31.9% |
| All | +203.7% | -11.8% | +215.6% | +206.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling