+575.6%
NUE vs WSM
+1,071.8%
-496.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -4.6% | -7.7% | +3.2% | -2.3% |
| 3M | -0.3% | +3.8% | -4.1% | -1.6% |
| 6M | +51.9% | +22.7% | +29.2% | +42.1% |
| YTD | +60.0% | +28.0% | +32.0% | +47.3% |
| 1Y | +82.9% | +12.7% | +70.2% | +74.5% |
| 3Y | +66.0% | +231.3% | -165.3% | +6.8% |
| 5Y | +149.0% | +177.2% | -28.2% | +62.2% |
| All | +575.6% | +1,071.8% | -496.1% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling