+98.1%
NU vs GWW
+89.6%
+8.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.9% |
| 7D | -4.9% | -3.4% | -1.5% | -3.6% |
| 30D | +7.8% | -1.9% | +9.7% | +8.6% |
| 3M | +20.9% | -2.4% | +23.3% | +21.6% |
| 6M | +0.9% | +15.7% | -14.8% | -6.4% |
| YTD | -12.7% | +27.6% | -40.3% | -23.1% |
| 1Y | -6.4% | +27.2% | -33.6% | -17.7% |
| 3Y | +98.1% | +89.7% | +8.4% | +42.9% |
| All | +98.1% | +89.6% | +8.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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