+193.5%
NRG vs WTW
+42.0%
+151.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -4.7% | -5.7% | +1.0% | -3.4% |
| 30D | -6.0% | -7.3% | +1.3% | -4.5% |
| 3M | -8.0% | +21.5% | -29.4% | -12.5% |
| 6M | -23.2% | +9.6% | -32.8% | -25.4% |
| YTD | -28.1% | -3.3% | -24.8% | -27.7% |
| 1Y | -27.3% | -6.1% | -21.1% | -26.3% |
| 3Y | +208.7% | +61.8% | +146.8% | +142.5% |
| All | +193.5% | +42.0% | +151.5% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling