+87.8%
NUE vs BBWI
+2.4%
+85.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.4% |
| 7D | -1.4% | +8.8% | -10.2% | -2.1% |
| 30D | +6.6% | +34.8% | -28.3% | +3.9% |
| 3M | -2.0% | +12.9% | -14.9% | -3.3% |
| 6M | +19.2% | +29.6% | -10.4% | +15.4% |
| YTD | +65.6% | +20.8% | +44.8% | +60.1% |
| 1Y | +87.8% | +4.1% | +83.8% | +82.9% |
| All | +87.8% | +2.4% | +85.5% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling