-24.5%
NU vs SW
+26.7%
-51.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +3.6% | +2.3% | +1.3% | +3.1% |
| 30D | -22.8% | +6.8% | -29.6% | -23.9% |
| 3M | -14.8% | -5.2% | -9.6% | -13.8% |
| 6M | -16.9% | +7.4% | -24.3% | -19.0% |
| YTD | -28.1% | +17.4% | -45.5% | -31.8% |
| 1Y | -24.5% | +27.1% | -51.6% | -30.5% |
| All | -24.5% | +26.7% | -51.2% | -30.5% |
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