+28.0%
NU vs W
-52.9%
+80.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.4% | +11.6% |
| 7D | +9.9% | +0.2% | +9.7% | +9.9% |
| 30D | -11.5% | +6.8% | -18.3% | -13.3% |
| 3M | -5.1% | +10.7% | -15.8% | -8.0% |
| 6M | +3.1% | +86.3% | -83.2% | -15.3% |
| YTD | -21.0% | +11.5% | -32.5% | -26.9% |
| 1Y | -15.2% | +5.1% | -20.3% | -20.6% |
| 3Y | +56.4% | +171.0% | -114.5% | -2.8% |
| All | +28.0% | -52.9% | +80.9% | +13.1% |
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