+146.8%
NUE vs WST
-27.5%
+174.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.3% | -1.7% | -0.6% | -2.0% |
| 30D | -6.1% | -4.3% | -1.8% | -5.4% |
| 3M | +1.7% | +0.7% | +0.9% | +1.3% |
| 6M | +53.1% | +36.0% | +17.1% | +44.1% |
| YTD | +59.0% | +22.7% | +36.3% | +52.2% |
| 1Y | +85.3% | +34.1% | +51.2% | +74.1% |
| 3Y | +63.2% | -13.6% | +76.8% | +60.0% |
| 5Y | +146.8% | -26.0% | +172.8% | +129.5% |
| All | +146.8% | -27.5% | +174.3% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling