+3,474.8%
NUE vs WWD
+15,097.2%
-11,622.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | +1.8% | +0.8% | +1.0% | +1.4% |
| 30D | -6.0% | -6.4% | +0.5% | -3.5% |
| 3M | +1.4% | -5.6% | +7.1% | +3.0% |
| 6M | +52.8% | -9.1% | +61.9% | +56.7% |
| YTD | +58.1% | +12.5% | +45.6% | +47.9% |
| 1Y | +80.4% | +41.3% | +39.1% | +52.7% |
| 3Y | +62.3% | +170.2% | -108.0% | +3.1% |
| 5Y | +146.2% | +192.5% | -46.3% | +49.1% |
| 10Y | +549.5% | +476.9% | +72.6% | +185.7% |
| All | +3,474.8% | +15,097.2% | -11,622.4% | +718.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling