+63.4%
NUE vs BWA
+68.2%
-4.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -6.1% | -5.5% | -0.6% | -4.2% |
| 3M | +2.2% | -7.6% | +9.8% | +4.9% |
| 6M | +50.8% | +25.0% | +25.8% | +38.2% |
| YTD | +57.5% | +47.0% | +10.6% | +33.0% |
| 1Y | +82.5% | +54.0% | +28.5% | +50.2% |
| All | +63.4% | +68.2% | -4.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling