+4,725.0%
NUE vs BWA
+3,424.3%
+1,300.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | +1.8% | +4.3% | -2.5% | -0.2% |
| 30D | -6.0% | -2.9% | -3.1% | -4.8% |
| 3M | +1.4% | -12.4% | +13.9% | +7.3% |
| 6M | +52.8% | +28.6% | +24.3% | +34.3% |
| YTD | +58.1% | +48.2% | +9.9% | +27.7% |
| 1Y | +80.4% | +50.9% | +29.5% | +43.7% |
| 3Y | +62.3% | +72.2% | -9.9% | +18.0% |
| 5Y | +146.2% | +91.1% | +55.1% | +67.0% |
| 10Y | +549.5% | +144.0% | +405.5% | +271.6% |
| All | +4,725.0% | +3,424.3% | +1,300.7% | +829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling