+146.2%
NUE vs BBWI
-67.6%
+213.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.8% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -2.1% | +12.9% | -15.0% | -4.9% |
| 3M | -7.3% | +16.0% | -23.3% | -11.2% |
| 6M | +8.9% | +16.6% | -7.7% | +3.1% |
| YTD | +55.6% | +9.7% | +45.9% | +47.2% |
| 1Y | +74.7% | +1.5% | +73.2% | +66.4% |
| 3Y | +71.7% | -21.4% | +93.0% | +65.9% |
| All | +146.2% | -67.6% | +213.8% | +193.5% |
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