+48.8%
NU vs WAT
+18.3%
+30.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +7.5% | -1.3% | +8.8% | +7.9% |
| 30D | +6.1% | +2.3% | +3.8% | +5.4% |
| 3M | +26.8% | +8.7% | +18.1% | +23.4% |
| 6M | +2.5% | +28.3% | -25.8% | -5.7% |
| YTD | -8.2% | +7.8% | -16.0% | -11.3% |
| 1Y | +3.4% | +36.6% | -33.2% | -7.9% |
| 3Y | +116.2% | +45.7% | +70.5% | +75.7% |
| All | +48.8% | +18.3% | +30.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling