+48.8%
NU vs BWA
+78.2%
-29.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -3.2% |
| 7D | +7.5% | +5.7% | +1.8% | +4.8% |
| 30D | +6.1% | +1.4% | +4.7% | +5.2% |
| 3M | +26.8% | -12.1% | +38.9% | +33.5% |
| 6M | +2.5% | +28.6% | -26.1% | -11.4% |
| YTD | -8.2% | +51.1% | -59.3% | -29.3% |
| 1Y | +3.4% | +55.9% | -52.5% | -22.3% |
| 3Y | +116.2% | +70.1% | +46.0% | +50.1% |
| All | +48.8% | +78.2% | -29.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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