+1,938.9%
WELL vs NRG
+1,537.4%
+401.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.3% |
| 7D | -1.1% | +3.9% | -5.0% | -2.2% |
| 30D | +0.7% | -3.0% | +3.7% | +1.2% |
| 3M | +14.5% | -10.9% | +25.4% | +16.2% |
| 6M | +14.4% | -25.3% | +39.7% | +20.6% |
| YTD | +28.5% | -26.8% | +55.3% | +35.4% |
| 1Y | +41.8% | -23.3% | +65.1% | +46.3% |
| 3Y | +202.8% | +208.6% | -5.8% | +98.7% |
| 5Y | +208.8% | +194.1% | +14.7% | +101.0% |
| 10Y | +356.5% | +1,123.6% | -767.1% | +100.8% |
| All | +1,938.9% | +1,537.4% | +401.5% | +759.9% |
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