+417.4%
WDC vs NRG
-18.6%
+436.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.4% | -0.6% | +1.8% |
| 7D | +1.7% | +7.1% | -5.4% | -2.6% |
| 30D | -10.0% | -1.4% | -8.5% | -9.4% |
| 3M | -18.8% | -10.5% | -8.3% | -14.1% |
| 6M | +79.0% | -26.7% | +105.8% | +113.7% |
| YTD | +171.6% | -24.5% | +196.1% | +213.6% |
| 1Y | +417.4% | -18.6% | +435.9% | +519.0% |
| All | +417.4% | -18.6% | +436.0% | +519.0% |
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