+575.6%
NUE vs GWW
+570.2%
+5.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -0.6% | -3.4% | +2.7% | +1.2% |
| 30D | -4.6% | -1.9% | -2.6% | -3.7% |
| 3M | -0.3% | -2.4% | +2.1% | +0.4% |
| 6M | +51.9% | +15.7% | +36.2% | +39.2% |
| YTD | +60.0% | +27.6% | +32.4% | +38.8% |
| 1Y | +82.9% | +27.2% | +55.7% | +58.6% |
| 3Y | +66.0% | +89.7% | -23.7% | +15.2% |
| 5Y | +149.0% | +223.9% | -75.0% | +29.5% |
| All | +575.6% | +570.2% | +5.5% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling