+66.0%
NUE vs WAB
+167.4%
-101.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.1% |
| 3M | -0.3% | +8.2% | -8.5% | -5.3% |
| 6M | +51.9% | +15.4% | +36.5% | +37.6% |
| YTD | +60.0% | +33.1% | +26.8% | +31.9% |
| 1Y | +82.9% | +48.1% | +34.8% | +40.3% |
| 3Y | +66.0% | +167.7% | -101.8% | -5.9% |
| All | +66.0% | +167.4% | -101.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling