+101.9%
WMT vs NRG
+203.5%
-101.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | 0.0% | -4.7% | +4.7% | +0.2% |
| 30D | -7.4% | -6.0% | -1.4% | -7.2% |
| 3M | -10.9% | -8.0% | -2.9% | -10.9% |
| 6M | -12.7% | -23.2% | +10.5% | -12.0% |
| YTD | -3.2% | -28.1% | +24.8% | -2.2% |
| 1Y | +5.3% | -27.3% | +32.5% | +5.9% |
| 3Y | +101.9% | +208.7% | -106.8% | +73.2% |
| All | +101.9% | +203.5% | -101.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling