+575.6%
NUE vs BBWI
-55.0%
+630.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.9% | +0.1% |
| 7D | -0.6% | -4.8% | +4.2% | +0.4% |
| 30D | -4.6% | +3.5% | -8.0% | -5.8% |
| 3M | -0.3% | -0.3% | 0.0% | -1.4% |
| 6M | +51.9% | -5.4% | +57.3% | +50.6% |
| YTD | +60.0% | -4.7% | +64.7% | +57.1% |
| 1Y | +82.9% | -30.5% | +113.4% | +91.1% |
| 3Y | +66.0% | -44.3% | +110.3% | +75.7% |
| 5Y | +149.0% | -66.9% | +215.8% | +187.6% |
| All | +575.6% | -55.0% | +630.6% | +518.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling