+87.8%
NUE vs BWA
+17.4%
+70.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.4% |
| 7D | -1.4% | -9.9% | +8.5% | +1.2% |
| 30D | +6.6% | -16.4% | +22.9% | +11.4% |
| 3M | -2.0% | -19.8% | +17.8% | +3.5% |
| 6M | +19.2% | -10.0% | +29.2% | +23.3% |
| YTD | +65.6% | +12.7% | +52.9% | +56.1% |
| 1Y | +87.8% | +15.7% | +72.2% | +74.9% |
| All | +87.8% | +17.4% | +70.5% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling