+916.1%
WDC vs NRG
+194.8%
+721.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.8% |
| 7D | -4.3% | -4.7% | +0.4% | -2.0% |
| 30D | -1.5% | -6.0% | +4.5% | +1.3% |
| 3M | -15.5% | -8.0% | -7.5% | -12.6% |
| 6M | +66.5% | -23.2% | +89.6% | +87.5% |
| YTD | +159.9% | -28.1% | +187.9% | +202.3% |
| 1Y | +366.0% | -27.3% | +393.2% | +439.3% |
| 3Y | +1,285.8% | +208.7% | +1,077.2% | +681.4% |
| All | +916.1% | +194.8% | +721.3% | +476.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling