+48.8%
NU vs WST
-21.1%
+69.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +7.5% | +0.7% | +6.7% | +7.3% |
| 30D | +6.1% | -3.1% | +9.3% | +7.1% |
| 3M | +26.8% | +7.2% | +19.6% | +24.3% |
| 6M | +2.5% | +36.8% | -34.3% | -6.4% |
| YTD | -8.2% | +23.8% | -32.0% | -14.2% |
| 1Y | +3.4% | +37.8% | -34.4% | -6.7% |
| 3Y | +116.2% | -15.9% | +132.1% | +118.1% |
| All | +48.8% | -21.1% | +69.9% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling