+14,226.8%
NUE vs WY
+655.2%
+13,571.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -0.6% | -4.2% | +3.5% | +1.7% |
| 30D | -4.6% | -10.1% | +5.5% | +0.7% |
| 3M | -0.3% | -8.5% | +8.2% | +4.0% |
| 6M | +51.9% | -3.3% | +55.2% | +53.5% |
| YTD | +60.0% | -4.4% | +64.4% | +61.8% |
| 1Y | +82.9% | -11.5% | +94.4% | +92.0% |
| 3Y | +66.0% | -24.3% | +90.3% | +87.0% |
| 5Y | +149.0% | -21.3% | +170.3% | +175.4% |
| 10Y | +588.3% | +7.0% | +581.3% | +493.3% |
| All | +14,226.8% | +655.2% | +13,571.6% | +4,476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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