+41.3%
NU vs SW
+40.4%
+0.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -2.6% | +4.7% | -7.2% | -3.6% |
| 30D | -25.0% | +5.0% | -30.0% | -25.9% |
| 3M | -18.9% | -7.3% | -11.6% | -17.7% |
| 6M | -17.6% | +15.0% | -32.6% | -20.7% |
| YTD | -29.9% | +18.5% | -48.4% | -33.5% |
| 1Y | -27.4% | +27.1% | -54.5% | -32.4% |
| All | +41.3% | +40.4% | +0.9% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling