+16.5%
NU vs SW
-3.5%
+19.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +3.6% | +2.3% | +1.3% | +3.2% |
| 30D | -22.8% | +6.8% | -29.6% | -23.7% |
| 3M | -14.8% | -5.2% | -9.6% | -14.2% |
| 6M | -16.9% | +7.4% | -24.3% | -18.3% |
| YTD | -28.1% | +17.4% | -45.5% | -30.7% |
| 1Y | -24.5% | +27.1% | -51.6% | -28.2% |
| 3Y | +44.8% | +47.9% | -3.1% | +34.5% |
| All | +16.5% | -3.5% | +19.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling