+41.5%
NU vs WAB
+220.0%
-178.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.5% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +7.8% | -4.1% | +11.9% | +11.2% |
| 3M | +20.9% | +8.2% | +12.8% | +12.3% |
| 6M | +0.9% | +15.4% | -14.5% | -12.0% |
| YTD | -12.7% | +33.1% | -45.8% | -32.7% |
| 1Y | -6.4% | +48.1% | -54.5% | -34.3% |
| 3Y | +98.1% | +167.7% | -69.6% | -23.5% |
| All | +41.5% | +220.0% | -178.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling