-18.6%
NRG vs WTW
+3.0%
-21.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.6% | +6.0% |
| 7D | +7.1% | -2.6% | +9.7% | +6.6% |
| 30D | -1.4% | -1.0% | -0.4% | -1.6% |
| 3M | -10.5% | +29.9% | -40.4% | -5.1% |
| 6M | -26.7% | +10.7% | -37.4% | -24.2% |
| YTD | -24.5% | +2.6% | -27.1% | -22.8% |
| 1Y | -18.6% | +2.8% | -21.3% | -17.4% |
| All | -18.6% | +3.0% | -21.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling