-26.9%
NU vs SW
+23.8%
-50.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.6% |
| 7D | +0.8% | -3.0% | +3.8% | +1.4% |
| 30D | -24.1% | +4.2% | -28.2% | -24.8% |
| 3M | -12.8% | -11.5% | -1.2% | -10.4% |
| 6M | -10.9% | +8.6% | -19.5% | -13.2% |
| YTD | -29.3% | +15.0% | -44.3% | -32.5% |
| 1Y | -26.9% | +25.7% | -52.6% | -32.5% |
| All | -26.9% | +23.8% | -50.7% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling