+581.2%
NRG vs WU
-22.3%
+603.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | +3.9% | -4.9% | +8.8% | +5.8% |
| 30D | -3.0% | -1.3% | -1.7% | -2.7% |
| 3M | -10.9% | -3.6% | -7.3% | -12.3% |
| 6M | -25.3% | -24.3% | -0.9% | -19.4% |
| YTD | -26.8% | -21.1% | -5.8% | -22.9% |
| 1Y | -23.3% | -10.3% | -13.0% | -23.9% |
| 3Y | +208.6% | -28.4% | +237.0% | +224.6% |
| 5Y | +194.1% | -51.2% | +245.3% | +254.0% |
| 10Y | +1,123.6% | -39.6% | +1,163.2% | +1,183.6% |
| All | +581.2% | -22.3% | +603.5% | +476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling