+1,188.5%
WDC vs NRG
+1,083.9%
+104.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.7% |
| 7D | -4.3% | -4.7% | +0.4% | -2.2% |
| 30D | -1.5% | -6.0% | +4.5% | +1.0% |
| 3M | -15.5% | -8.0% | -7.5% | -12.8% |
| 6M | +66.5% | -23.2% | +89.6% | +85.8% |
| YTD | +159.9% | -28.1% | +187.9% | +199.1% |
| 1Y | +366.0% | -27.3% | +393.2% | +433.8% |
| 3Y | +1,285.8% | +208.7% | +1,077.2% | +719.8% |
| 5Y | +925.6% | +197.7% | +727.9% | +502.6% |
| All | +1,188.5% | +1,083.9% | +104.6% | +466.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling