+836.6%
WMT vs NRG
+1,510.3%
-673.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | 0.0% | -4.7% | +4.7% | +0.5% |
| 30D | -7.4% | -6.0% | -1.4% | -6.9% |
| 3M | -10.9% | -8.0% | -2.9% | -10.6% |
| 6M | -12.7% | -23.2% | +10.5% | -11.1% |
| YTD | -3.2% | -28.1% | +24.8% | -1.0% |
| 1Y | +5.3% | -27.3% | +32.5% | +7.1% |
| 3Y | +101.9% | +208.7% | -106.8% | +70.7% |
| 5Y | +134.6% | +197.7% | -63.1% | +96.9% |
| 10Y | +440.4% | +1,103.3% | -663.0% | +276.7% |
| All | +836.6% | +1,510.3% | -673.6% | +549.1% |
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 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