+575.6%
NUE vs WAB
+296.8%
+278.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.9% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | -4.6% | -4.1% | -0.5% | -2.2% |
| 3M | -0.3% | +8.2% | -8.5% | -5.3% |
| 6M | +51.9% | +15.4% | +36.5% | +38.3% |
| YTD | +60.0% | +33.1% | +26.8% | +33.6% |
| 1Y | +82.9% | +48.1% | +34.8% | +42.8% |
| 3Y | +66.0% | +167.7% | -101.8% | -9.7% |
| 5Y | +149.0% | +225.7% | -76.8% | +21.2% |
| All | +575.6% | +296.8% | +278.8% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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