+1,065.2%
NRG vs WY
+7.6%
+1,057.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.7% | -4.2% | -0.5% | -3.0% |
| 30D | -6.0% | -10.1% | +4.1% | -1.8% |
| 3M | -8.0% | -8.5% | +0.5% | -5.3% |
| 6M | -23.2% | -3.3% | -19.8% | -22.6% |
| YTD | -28.1% | -4.4% | -23.7% | -27.5% |
| 1Y | -27.3% | -11.5% | -15.8% | -24.7% |
| 3Y | +208.7% | -24.3% | +233.0% | +233.4% |
| 5Y | +197.7% | -21.3% | +219.0% | +211.0% |
| All | +1,065.2% | +7.6% | +1,057.6% | +838.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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