+45.4%
NU vs W
-59.0%
+104.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | -4.2% | +0.5% | -4.7% | -4.4% |
| 30D | +10.0% | -5.6% | +15.6% | +11.5% |
| 3M | +29.3% | +41.9% | -12.7% | +14.7% |
| 6M | +0.9% | +30.2% | -29.3% | -9.2% |
| YTD | -10.3% | -2.9% | -7.3% | -13.6% |
| 1Y | -3.2% | +11.6% | -14.7% | -11.8% |
| 3Y | +120.6% | +37.0% | +83.6% | +68.3% |
| All | +45.4% | -59.0% | +104.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling