+6,167.1%
WDC vs NRG
+1,484.6%
+4,682.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.0% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | +5.3% | -6.8% | +12.1% | +8.3% |
| 3M | -5.9% | -7.1% | +1.2% | -3.3% |
| 6M | +73.2% | -27.6% | +100.8% | +96.9% |
| YTD | +167.8% | -29.2% | +197.0% | +207.9% |
| 1Y | +386.0% | -29.9% | +415.9% | +461.0% |
| 3Y | +1,309.7% | +198.7% | +1,111.0% | +765.9% |
| 5Y | +957.1% | +192.9% | +764.2% | +539.8% |
| 10Y | +1,246.7% | +1,084.1% | +162.6% | +341.5% |
| All | +6,167.1% | +1,484.6% | +4,682.5% | +1,871.0% |
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 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