+145.1%
NUE vs WAB
+220.1%
-75.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -6.1% | -5.9% | -0.2% | -2.1% |
| 3M | +2.2% | +9.4% | -7.1% | -4.5% |
| 6M | +50.8% | +13.8% | +36.9% | +35.9% |
| YTD | +57.5% | +31.8% | +25.8% | +27.5% |
| 1Y | +82.5% | +48.5% | +33.9% | +34.6% |
| 3Y | +61.7% | +167.0% | -105.3% | -25.4% |
| 5Y | +145.1% | +222.3% | -77.2% | -3.1% |
| All | +145.1% | +220.1% | -75.0% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling