+3,743.9%
NUE vs WCN
+6,687.0%
-2,943.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -2.3% | -1.7% | -0.6% | -1.8% |
| 30D | -6.1% | -3.0% | -3.1% | -5.3% |
| 3M | +1.7% | +2.5% | -0.9% | +0.6% |
| 6M | +53.1% | -5.7% | +58.8% | +54.7% |
| YTD | +59.0% | -7.4% | +66.5% | +61.4% |
| 1Y | +85.3% | -8.6% | +94.0% | +88.3% |
| 3Y | +63.2% | +19.4% | +43.8% | +51.3% |
| 5Y | +146.8% | +27.2% | +119.6% | +124.0% |
| 10Y | +584.3% | +238.5% | +345.8% | +372.6% |
| All | +3,743.9% | +6,687.0% | -2,943.1% | +1,664.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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