-3.2%
NU vs W
+13.1%
-16.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | +10.0% | -5.6% | +15.6% | +10.9% |
| 3M | +29.3% | +41.9% | -12.7% | +19.3% |
| 6M | +0.9% | +30.2% | -29.3% | -6.4% |
| YTD | -10.3% | -2.9% | -7.3% | -14.0% |
| 1Y | -3.2% | +11.6% | -14.7% | -8.5% |
| All | -3.2% | +13.1% | -16.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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