+41.5%
NU vs WMB
+229.7%
-188.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.0% |
| 7D | -4.9% | -1.0% | -3.8% | -4.5% |
| 30D | +7.8% | -0.4% | +8.3% | +7.9% |
| 3M | +20.9% | +3.2% | +17.7% | +18.5% |
| 6M | +0.9% | +0.1% | +0.8% | -0.3% |
| YTD | -12.7% | +23.9% | -36.5% | -22.4% |
| 1Y | -6.4% | +27.6% | -34.0% | -18.6% |
| 3Y | +98.1% | +141.9% | -43.8% | +19.3% |
| All | +41.5% | +229.7% | -188.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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