+295.2%
WBD vs NRG
+713.0%
-417.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -0.7% | -4.7% | +3.9% | +0.6% |
| 30D | +1.4% | -6.0% | +7.4% | +2.8% |
| 3M | +4.4% | -8.0% | +12.3% | +5.4% |
| 6M | +0.8% | -23.2% | +24.0% | +6.0% |
| YTD | -2.7% | -28.1% | +25.3% | +3.5% |
| 1Y | +73.4% | -27.3% | +100.7% | +82.5% |
| 3Y | +142.1% | +208.7% | -66.5% | +54.4% |
| 5Y | +7.2% | +197.7% | -190.4% | -31.8% |
| 10Y | +14.2% | +1,103.3% | -1,089.1% | -56.8% |
| All | +295.2% | +713.0% | -417.8% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling