+1,065.2%
NRG vs WTW
+198.0%
+867.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -4.7% | -5.7% | +1.0% | -2.6% |
| 30D | -6.0% | -7.3% | +1.3% | -3.6% |
| 3M | -8.0% | +21.5% | -29.4% | -15.0% |
| 6M | -23.2% | +9.6% | -32.8% | -26.9% |
| YTD | -28.1% | -3.3% | -24.8% | -28.6% |
| 1Y | -27.3% | -6.1% | -21.1% | -27.1% |
| 3Y | +208.7% | +61.8% | +146.8% | +135.9% |
| 5Y | +197.7% | +42.7% | +155.0% | +138.5% |
| All | +1,065.2% | +198.0% | +867.1% | +650.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling