+791.4%
NUE vs WU
-21.6%
+813.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.5% |
| 7D | +1.8% | -0.8% | +2.6% | +2.3% |
| 30D | -6.0% | -1.1% | -4.8% | -5.6% |
| 3M | +1.4% | -1.8% | +3.2% | 0.0% |
| 6M | +52.8% | -23.9% | +76.8% | +70.4% |
| YTD | +58.1% | -20.4% | +78.5% | +71.4% |
| 1Y | +80.4% | -10.6% | +91.0% | +82.5% |
| 3Y | +62.3% | -27.7% | +90.0% | +77.2% |
| 5Y | +146.2% | -51.1% | +197.3% | +221.9% |
| 10Y | +549.5% | -40.7% | +590.2% | +637.7% |
| All | +791.4% | -21.6% | +813.0% | +690.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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