+691.8%
NUE vs NWSA
+122.3%
+569.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.3% | -3.1% | +0.8% | -0.8% |
| 30D | -6.1% | +4.3% | -10.4% | -8.1% |
| 3M | +1.7% | +9.2% | -7.6% | -3.4% |
| 6M | +53.1% | +21.6% | +31.5% | +37.2% |
| YTD | +59.0% | +14.2% | +44.8% | +46.0% |
| 1Y | +85.3% | +1.8% | +83.6% | +79.6% |
| 3Y | +63.2% | +44.4% | +18.8% | +30.9% |
| 5Y | +146.8% | +41.0% | +105.8% | +95.2% |
| 10Y | +584.3% | +150.0% | +434.3% | +278.7% |
| All | +691.8% | +122.3% | +569.5% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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