+193.5%
NRG vs WST
-23.9%
+217.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -4.7% | +1.8% | -6.5% | -4.9% |
| 30D | -6.0% | -1.7% | -4.2% | -5.7% |
| 3M | -8.0% | +4.9% | -12.8% | -8.6% |
| 6M | -23.2% | +45.5% | -68.7% | -27.2% |
| YTD | -28.1% | +26.1% | -54.2% | -30.6% |
| 1Y | -27.3% | +31.7% | -59.0% | -30.4% |
| 3Y | +208.7% | -12.1% | +220.7% | +202.7% |
| All | +193.5% | -23.9% | +217.4% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling