+2,224.4%
WMB vs NRG
+1,598.0%
+626.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.0% |
| 7D | +0.8% | +9.3% | -8.5% | -3.2% |
| 30D | +7.7% | +1.3% | +6.4% | +6.6% |
| 3M | +6.7% | -6.0% | +12.7% | +7.1% |
| 6M | +3.6% | -22.0% | +25.6% | +11.1% |
| YTD | +28.0% | -24.1% | +52.1% | +37.3% |
| 1Y | +37.6% | -18.0% | +55.6% | +40.1% |
| 3Y | +149.0% | +220.0% | -71.0% | +18.0% |
| 5Y | +285.3% | +201.1% | +84.2% | +79.2% |
| 10Y | +302.1% | +1,085.1% | -783.0% | -21.1% |
| All | +2,224.4% | +1,598.0% | +626.4% | +330.3% |
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