+66.0%
NUE vs WSM
+230.1%
-164.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -4.6% | -7.7% | +3.2% | -2.7% |
| 3M | -0.3% | +3.8% | -4.1% | -1.3% |
| 6M | +51.9% | +22.7% | +29.2% | +44.4% |
| YTD | +60.0% | +28.0% | +32.0% | +50.3% |
| 1Y | +82.9% | +12.7% | +70.2% | +76.3% |
| 3Y | +66.0% | +231.3% | -165.3% | +36.2% |
| All | +66.0% | +230.1% | -164.1% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling