+4,110.9%
NUE vs WAB
+4,115.8%
-4.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +1.8% | +1.7% | +0.1% | +1.0% |
| 30D | -6.0% | -2.4% | -3.5% | -5.0% |
| 3M | +1.4% | +9.7% | -8.2% | -2.8% |
| 6M | +52.8% | +16.5% | +36.3% | +42.4% |
| YTD | +58.1% | +33.7% | +24.4% | +38.7% |
| 1Y | +80.4% | +49.7% | +30.7% | +50.4% |
| 3Y | +62.3% | +170.9% | -108.7% | +4.5% |
| 5Y | +146.2% | +228.0% | -81.8% | +47.2% |
| 10Y | +549.5% | +284.8% | +264.7% | +247.2% |
| All | +4,110.9% | +4,115.8% | -4.9% | +1,000.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling