+298.4%
WMB vs NRG
+1,083.9%
-785.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.3% |
| 7D | -1.0% | -4.7% | +3.6% | +0.4% |
| 30D | -0.4% | -6.0% | +5.5% | +1.1% |
| 3M | +3.2% | -8.0% | +11.2% | +4.4% |
| 6M | +0.1% | -23.2% | +23.2% | +5.7% |
| YTD | +23.9% | -28.1% | +51.9% | +32.4% |
| 1Y | +27.6% | -27.3% | +54.9% | +34.6% |
| 3Y | +141.9% | +208.7% | -66.7% | +43.2% |
| 5Y | +273.8% | +197.7% | +76.1% | +117.6% |
| All | +298.4% | +1,083.9% | -785.5% | +66.1% |
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