+208.7%
NRG vs WU
-28.7%
+237.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -4.7% | -3.5% | -1.2% | -4.7% |
| 30D | -6.0% | -2.9% | -3.0% | -6.0% |
| 3M | -8.0% | -2.3% | -5.7% | -8.4% |
| 6M | -23.2% | -25.4% | +2.2% | -21.2% |
| YTD | -28.1% | -21.2% | -6.9% | -26.9% |
| 1Y | -27.3% | -8.9% | -18.4% | -27.9% |
| 3Y | +208.7% | -29.0% | +237.6% | +204.7% |
| All | +208.7% | -28.7% | +237.4% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling