+14,317.4%
NUE vs BBWI
+1,034.6%
+13,282.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.3% |
| 7D | +4.2% | +1.5% | +2.7% | +3.7% |
| 30D | -5.0% | -5.2% | +0.2% | -4.1% |
| 3M | -0.2% | +11.1% | -11.3% | -4.5% |
| 6M | +49.1% | -13.4% | +62.5% | +51.3% |
| YTD | +61.0% | +0.1% | +60.9% | +55.4% |
| 1Y | +82.5% | -36.1% | +118.7% | +96.5% |
| 3Y | +57.9% | -44.1% | +102.0% | +68.0% |
| 5Y | +146.6% | -66.2% | +212.8% | +189.8% |
| 10Y | +561.6% | -54.8% | +616.4% | +489.7% |
| All | +14,317.4% | +1,034.6% | +13,282.8% | +3,559.6% |
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