+45.4%
NU vs WELL
+210.0%
-164.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | -2.2% | -2.0% | -3.4% |
| 30D | +10.0% | +4.7% | +5.4% | +8.1% |
| 3M | +29.3% | +11.9% | +17.3% | +23.1% |
| 6M | +0.9% | +14.3% | -13.4% | -5.0% |
| YTD | -10.3% | +28.4% | -38.6% | -19.9% |
| 1Y | -3.2% | +42.3% | -45.5% | -17.9% |
| 3Y | +120.6% | +202.6% | -82.0% | +27.7% |
| All | +45.4% | +210.0% | -164.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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