+155.9%
NUE vs BWA
+87.2%
+68.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | -4.6% | -2.9% | -1.6% | -3.4% |
| 3M | -0.3% | -10.7% | +10.4% | +4.3% |
| 6M | +51.9% | +26.5% | +25.4% | +35.5% |
| YTD | +60.0% | +49.1% | +10.9% | +29.5% |
| 1Y | +82.9% | +52.1% | +30.8% | +45.8% |
| 3Y | +66.0% | +72.6% | -6.6% | +20.0% |
| All | +155.9% | +87.2% | +68.7% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling