+16.5%
NU vs WM
+56.6%
-40.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.5% | +3.2% |
| 7D | +3.6% | +1.2% | +2.4% | +3.1% |
| 30D | -22.8% | +13.1% | -35.9% | -26.3% |
| 3M | -14.8% | +3.6% | -18.4% | -16.1% |
| 6M | -16.9% | +8.1% | -25.0% | -20.1% |
| YTD | -28.1% | +8.9% | -37.0% | -31.9% |
| 1Y | -24.5% | +20.3% | -44.9% | -32.1% |
| 3Y | +44.8% | +46.2% | -1.4% | +11.0% |
| All | +16.5% | +56.6% | -40.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling