+13,834.6%
NUE vs BBWI
+1,144.0%
+12,690.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.9% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -2.1% | +12.9% | -15.0% | -5.7% |
| 3M | -7.3% | +16.0% | -23.3% | -12.2% |
| 6M | +8.9% | +16.6% | -7.7% | +1.7% |
| YTD | +55.6% | +9.7% | +45.9% | +45.3% |
| 1Y | +74.7% | +1.5% | +73.2% | +64.0% |
| 3Y | +71.7% | -21.4% | +93.0% | +64.8% |
| 5Y | +141.2% | -67.6% | +208.8% | +185.3% |
| 10Y | +429.6% | -46.8% | +476.4% | +346.9% |
| All | +13,834.6% | +1,144.0% | +12,690.7% | +3,322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling