+48.8%
NU vs SW
+0.4%
+48.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | +7.5% | -5.1% | +12.6% | +8.4% |
| 30D | +6.1% | -4.6% | +10.7% | +6.9% |
| 3M | +26.8% | +9.4% | +17.4% | +24.5% |
| 6M | +2.5% | +3.5% | -1.0% | +1.2% |
| YTD | -8.2% | +22.0% | -30.2% | -12.0% |
| 1Y | +3.4% | +2.2% | +1.2% | +1.6% |
| 3Y | +116.2% | +19.6% | +96.6% | +105.5% |
| All | +48.8% | +0.4% | +48.4% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling