+19,779.0%
SHW vs NUE
+14,525.3%
+5,253.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.4% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -10.0% | -4.6% | -5.5% | -9.0% |
| 3M | +2.3% | -0.3% | +2.6% | +2.0% |
| 6M | +0.7% | +51.9% | -51.2% | -10.7% |
| YTD | +0.5% | +60.0% | -59.5% | -12.2% |
| 1Y | -11.5% | +82.9% | -94.4% | -25.7% |
| 3Y | +21.3% | +66.0% | -44.6% | +2.1% |
| 5Y | +12.5% | +149.0% | -136.4% | -18.6% |
| 10Y | +287.3% | +588.3% | -301.0% | +100.9% |
| All | +19,779.0% | +14,525.3% | +5,253.7% | +3,231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling