+45.4%
NU vs WST
-20.1%
+65.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.4% |
| 7D | -4.2% | +0.4% | -4.7% | -4.3% |
| 30D | +10.0% | -2.0% | +12.1% | +10.7% |
| 3M | +29.3% | +4.1% | +25.2% | +27.7% |
| 6M | +0.9% | +47.4% | -46.5% | -9.6% |
| YTD | -10.3% | +25.4% | -35.7% | -16.4% |
| 1Y | -3.2% | +35.3% | -38.5% | -12.1% |
| 3Y | +120.6% | -11.7% | +132.2% | +116.7% |
| All | +45.4% | -20.1% | +65.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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