+45.2%
NU vs WAT
+17.0%
+28.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | +8.2% | -1.7% | +9.9% | +8.8% |
| 3M | +26.3% | +9.1% | +17.2% | +22.8% |
| 6M | +2.2% | +32.4% | -30.2% | -6.8% |
| YTD | -10.4% | +6.6% | -17.0% | -13.2% |
| 1Y | -3.0% | +34.7% | -37.7% | -13.1% |
| 3Y | +120.3% | +53.6% | +66.7% | +73.6% |
| All | +45.2% | +17.0% | +28.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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