+82.5%
NUE vs WSM
+19.9%
+62.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.2% |
| 7D | +4.2% | -3.3% | +7.5% | +5.4% |
| 30D | -5.0% | -8.4% | +3.4% | -2.1% |
| 3M | -0.2% | +9.7% | -9.9% | -3.3% |
| 6M | +49.1% | +16.7% | +32.5% | +41.0% |
| YTD | +61.0% | +28.7% | +32.3% | +44.9% |
| 1Y | +82.5% | +13.7% | +68.9% | +66.5% |
| All | +82.5% | +19.9% | +62.7% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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