+113.2%
WDC vs NRG
-50.8%
+164.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -13.5% | +6.7% | +1.4% |
| 7D | -18.3% | -13.7% | -4.6% | -11.0% |
| 30D | -26.7% | -13.6% | -13.1% | -21.0% |
| 3M | -40.9% | -28.5% | -12.4% | -28.5% |
| 6M | -26.8% | -45.8% | +19.0% | +4.7% |
| YTD | +88.2% | -46.9% | +135.1% | +165.4% |
| 1Y | +113.2% | -49.7% | +162.9% | +208.6% |
| All | +113.2% | -50.8% | +164.0% | +208.6% |
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