+87.8%
NUE vs WWD
+27.2%
+60.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -1.4% | +7.3% | -8.8% | -3.2% |
| 30D | +6.6% | -2.0% | +8.5% | +7.0% |
| 3M | -2.0% | -12.6% | +10.6% | +1.2% |
| 6M | +19.2% | -8.4% | +27.6% | +21.1% |
| YTD | +65.6% | +8.2% | +57.4% | +62.8% |
| 1Y | +87.8% | +26.5% | +61.3% | +81.0% |
| All | +87.8% | +27.2% | +60.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling