+14,142.9%
NUE vs WSM
+34,771.0%
-20,628.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.3% | +2.6% | -4.9% | -2.9% |
| 30D | -6.1% | -9.3% | +3.2% | -4.1% |
| 3M | +1.7% | +7.1% | -5.4% | 0.0% |
| 6M | +53.1% | +21.7% | +31.4% | +46.1% |
| YTD | +59.0% | +28.7% | +30.3% | +49.6% |
| 1Y | +85.3% | +13.9% | +71.5% | +78.8% |
| 3Y | +63.2% | +232.2% | -168.9% | +19.9% |
| 5Y | +146.8% | +176.4% | -29.6% | +84.1% |
| 10Y | +584.3% | +1,072.4% | -488.1% | +254.7% |
| All | +14,142.9% | +34,771.0% | -20,628.1% | +3,941.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling