+28.0%
NU vs WST
-3.3%
+31.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.2% | +10.5% | +11.4% |
| 7D | +9.9% | +4.2% | +5.7% | +8.7% |
| 30D | -11.5% | +11.2% | -22.7% | -13.9% |
| 3M | -5.1% | +20.4% | -25.5% | -9.7% |
| 6M | +3.1% | +37.9% | -34.8% | -5.6% |
| YTD | -21.0% | +51.8% | -72.8% | -30.1% |
| 1Y | -15.2% | +56.6% | -71.8% | -25.7% |
| 3Y | +56.4% | +24.2% | +32.2% | +33.4% |
| All | +28.0% | -3.3% | +31.3% | +33.8% |
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