+1,567.2%
NRG vs WST
+4,782.5%
-3,215.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.6% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | -1.4% | -3.1% | +1.7% | -0.5% |
| 3M | -10.5% | +7.2% | -17.7% | -12.3% |
| 6M | -26.7% | +36.8% | -63.6% | -33.3% |
| YTD | -24.5% | +23.8% | -48.4% | -29.5% |
| 1Y | -18.6% | +37.8% | -56.3% | -26.6% |
| 3Y | +227.1% | -15.9% | +243.0% | +215.2% |
| 5Y | +198.8% | -25.8% | +224.6% | +190.0% |
| 10Y | +1,122.3% | +319.6% | +802.7% | +495.4% |
| All | +1,567.2% | +4,782.5% | -3,215.3% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling