+1,516.1%
NRG vs WWD
+4,691.3%
-3,175.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +3.9% | +0.6% | +3.2% | +3.6% |
| 30D | -3.0% | -5.1% | +2.1% | -1.1% |
| 3M | -10.9% | -11.2% | +0.3% | -7.5% |
| 6M | -25.3% | -12.0% | -13.2% | -22.4% |
| YTD | -26.8% | +12.0% | -38.8% | -30.5% |
| 1Y | -23.3% | +42.8% | -66.1% | -33.6% |
| 3Y | +208.6% | +168.9% | +39.7% | +114.0% |
| 5Y | +194.1% | +192.2% | +1.9% | +94.1% |
| 10Y | +1,123.6% | +495.3% | +628.3% | +483.7% |
| All | +1,516.1% | +4,691.3% | -3,175.2% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling