+930.5%
NI vs WU
-21.6%
+952.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.9% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -1.7% | -1.1% | -0.5% | -1.5% |
| 3M | -8.0% | -1.8% | -6.2% | -8.6% |
| 6M | -8.6% | -23.9% | +15.3% | -2.8% |
| YTD | +2.3% | -20.4% | +22.7% | +7.1% |
| 1Y | +6.9% | -10.6% | +17.5% | +7.4% |
| 3Y | +70.6% | -27.7% | +98.3% | +78.7% |
| 5Y | +96.4% | -51.1% | +147.5% | +127.4% |
| 10Y | +136.1% | -40.7% | +176.9% | +150.1% |
| All | +930.5% | -21.6% | +952.1% | +767.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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