+71.1%
NUE vs WETO
-99.3%
+170.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.5% | -4.8% | -8.3% |
| 7D | -10.8% | +4.5% | -15.2% | -10.7% |
| 30D | -2.1% | -17.7% | +15.6% | -2.1% |
| 3M | -10.4% | -83.1% | +72.7% | -10.0% |
| 6M | +6.4% | -98.3% | +104.7% | +6.4% |
| YTD | +51.9% | -99.0% | +150.9% | +53.4% |
| 1Y | +71.1% | -99.3% | +170.4% | +75.5% |
| All | +71.1% | -99.3% | +170.5% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling