+122.9%
WFC vs NRG
+194.8%
-71.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | +0.4% | -4.7% | +5.0% | +1.3% |
| 30D | +1.5% | -6.0% | +7.5% | +2.6% |
| 3M | +10.2% | -8.0% | +18.2% | +10.9% |
| 6M | +18.8% | -23.2% | +41.9% | +23.6% |
| YTD | -1.5% | -28.1% | +26.5% | +3.5% |
| 1Y | +13.5% | -27.3% | +40.8% | +18.4% |
| 3Y | +135.0% | +208.7% | -73.7% | +50.4% |
| All | +122.9% | +194.8% | -71.9% | +46.6% |
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