+48.8%
NU vs W
-58.2%
+106.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.6% |
| 7D | +7.5% | -4.2% | +11.7% | +8.6% |
| 30D | +6.1% | -7.6% | +13.7% | +8.1% |
| 3M | +26.8% | +37.2% | -10.3% | +13.6% |
| 6M | +2.5% | +26.3% | -23.9% | -7.1% |
| YTD | -8.2% | -1.0% | -7.2% | -12.0% |
| 1Y | +3.4% | +20.1% | -16.7% | -7.9% |
| 3Y | +116.2% | +37.8% | +78.4% | +64.7% |
| All | +48.8% | -58.2% | +106.9% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling