+140.0%
WBD vs NRG
-18.6%
+158.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.7% |
| 7D | -1.8% | +7.1% | -8.9% | -2.1% |
| 30D | +8.8% | -1.4% | +10.2% | +8.8% |
| 3M | +4.6% | -10.5% | +15.1% | +5.1% |
| 6M | +1.1% | -26.7% | +27.8% | +2.5% |
| YTD | -2.0% | -24.5% | +22.5% | -0.7% |
| 1Y | +140.0% | -18.6% | +158.6% | +145.7% |
| All | +140.0% | -18.6% | +158.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling