+65.0%
NUE vs BBWI
-47.8%
+112.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.7% |
| 7D | -2.3% | -4.4% | +2.1% | -1.6% |
| 30D | -6.1% | -7.4% | +1.3% | -5.1% |
| 3M | +1.7% | -2.2% | +3.9% | +1.0% |
| 6M | +53.1% | -16.3% | +69.4% | +55.6% |
| YTD | +59.0% | -9.1% | +68.2% | +57.8% |
| 1Y | +85.3% | -34.5% | +119.9% | +96.4% |
| All | +65.0% | -47.8% | +112.8% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling