-27.3%
NRG vs WU
-9.1%
-18.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.7% |
| 7D | -4.7% | -3.5% | -1.2% | -5.2% |
| 30D | -6.0% | -2.9% | -3.0% | -6.3% |
| 3M | -8.0% | -2.3% | -5.7% | -8.4% |
| 6M | -23.2% | -25.4% | +2.2% | -23.0% |
| YTD | -28.1% | -21.2% | -6.9% | -28.1% |
| 1Y | -27.3% | -8.9% | -18.4% | -31.2% |
| All | -27.3% | -9.1% | -18.2% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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