+28.0%
NU vs WM
+61.7%
-33.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.9% | +11.8% |
| 7D | +9.9% | +3.2% | +6.7% | +8.7% |
| 30D | -11.5% | +13.0% | -24.5% | -15.4% |
| 3M | -5.1% | +9.2% | -14.3% | -8.3% |
| 6M | +3.1% | +13.6% | -10.5% | -2.7% |
| YTD | -21.0% | +12.4% | -33.4% | -26.0% |
| 1Y | -15.2% | +21.2% | -36.4% | -23.6% |
| 3Y | +56.4% | +48.7% | +7.8% | +19.9% |
| All | +28.0% | +61.7% | -33.7% | -5.7% |
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