+1,065.2%
NRG vs WWD
+498.2%
+566.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.1% |
| 7D | -4.7% | -2.6% | -2.1% | -3.7% |
| 30D | -6.0% | -6.9% | +1.0% | -3.2% |
| 3M | -8.0% | -13.0% | +5.1% | -3.4% |
| 6M | -23.2% | -12.5% | -10.7% | -19.8% |
| YTD | -28.1% | +11.8% | -39.9% | -32.0% |
| 1Y | -27.3% | +41.1% | -68.3% | -37.8% |
| 3Y | +208.7% | +163.1% | +45.6% | +108.3% |
| 5Y | +197.7% | +187.6% | +10.0% | +89.8% |
| All | +1,065.2% | +498.2% | +566.9% | +385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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