+48.4%
NU vs WM
+43.8%
+4.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.4% |
| 30D | +10.8% | -4.3% | +15.1% | +12.6% |
| 3M | +32.2% | +0.8% | +31.4% | +30.7% |
| 6M | +5.1% | -10.8% | +15.9% | +9.3% |
| YTD | -8.4% | -0.1% | -8.4% | -10.3% |
| 1Y | +0.7% | +1.0% | -0.3% | -2.1% |
| 3Y | +125.1% | +45.1% | +80.0% | +68.5% |
| All | +48.4% | +43.8% | +4.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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