+10.5%
SHW vs NUE
+142.4%
-131.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -4.5% | -2.7% | -1.8% | -3.8% |
| 30D | -12.7% | -6.1% | -6.6% | -11.4% |
| 3M | +4.7% | +2.2% | +2.5% | +3.8% |
| 6M | -3.4% | +50.8% | -54.2% | -13.5% |
| YTD | -1.3% | +57.5% | -58.9% | -12.7% |
| 1Y | -10.4% | +82.5% | -92.8% | -23.7% |
| 3Y | +20.1% | +61.7% | -41.6% | +2.9% |
| 5Y | +10.5% | +145.1% | -134.7% | -15.6% |
| All | +10.5% | +142.4% | -131.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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