+3,418.4%
NUE vs WCC
+1,758.7%
+1,659.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.7% |
| 7D | +1.8% | +8.5% | -6.7% | -1.1% |
| 30D | -6.0% | -1.0% | -5.0% | -5.8% |
| 3M | +1.4% | +2.1% | -0.7% | -0.2% |
| 6M | +52.8% | +36.8% | +16.0% | +34.7% |
| YTD | +58.1% | +47.7% | +10.4% | +35.0% |
| 1Y | +80.4% | +66.5% | +13.9% | +46.7% |
| 3Y | +62.3% | +134.2% | -71.9% | +12.2% |
| 5Y | +146.2% | +231.6% | -85.4% | +46.1% |
| 10Y | +549.5% | +508.1% | +41.4% | +188.1% |
| All | +3,418.4% | +1,758.7% | +1,659.7% | +921.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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