+121.8%
NRG vs WST
+24.3%
+97.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +10.0% | +4.2% | +5.8% | +9.6% |
| 30D | -3.2% | +11.2% | -14.5% | -4.1% |
| 3M | -18.5% | +20.4% | -38.9% | -19.8% |
| 6M | -25.3% | +37.9% | -63.2% | -27.3% |
| YTD | -38.1% | +51.8% | -89.9% | -40.4% |
| 1Y | -40.7% | +56.6% | -97.3% | -43.0% |
| 3Y | +121.8% | +24.2% | +97.5% | +108.6% |
| All | +121.8% | +24.3% | +97.4% | +108.6% |
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