+48.4%
NU vs WAB
+221.4%
-173.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.7% |
| 7D | +6.0% | +1.7% | +4.4% | +4.7% |
| 30D | +10.8% | -2.4% | +13.2% | +12.8% |
| 3M | +32.2% | +9.7% | +22.5% | +21.4% |
| 6M | +5.1% | +16.5% | -11.4% | -8.9% |
| YTD | -8.4% | +33.7% | -42.1% | -29.6% |
| 1Y | +0.7% | +49.7% | -49.0% | -30.0% |
| 3Y | +125.1% | +170.9% | -45.8% | -14.0% |
| All | +48.4% | +221.4% | -173.0% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling