+16.9%
NU vs SW
-2.9%
+19.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +4.0% | +2.2% | +1.9% | +3.7% |
| 30D | -25.1% | +7.4% | -32.5% | -26.0% |
| 3M | -12.8% | -5.9% | -6.9% | -12.1% |
| 6M | -12.5% | +9.0% | -21.4% | -14.1% |
| YTD | -27.8% | +18.1% | -46.0% | -30.5% |
| 1Y | -24.6% | +28.7% | -53.3% | -28.4% |
| 3Y | +41.8% | +48.8% | -7.0% | +31.6% |
| All | +16.9% | -2.9% | +19.8% | +9.6% |
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