+145.1%
NUE vs BBWI
-69.5%
+214.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -2.7% | -8.0% | +5.3% | -0.9% |
| 30D | -6.1% | -6.6% | +0.6% | -5.0% |
| 3M | +2.2% | -2.7% | +4.9% | +1.6% |
| 6M | +50.8% | -12.8% | +63.5% | +52.4% |
| YTD | +57.5% | -10.5% | +68.0% | +56.7% |
| 1Y | +82.5% | -35.3% | +117.8% | +95.2% |
| 3Y | +61.7% | -47.7% | +109.4% | +74.2% |
| 5Y | +145.1% | -68.9% | +214.0% | +191.8% |
| All | +145.1% | -69.5% | +214.6% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling