-2.3%
SW vs NUE
+146.7%
-149.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -5.1% | +4.2% | -9.3% | -6.2% |
| 30D | -4.6% | -5.0% | +0.4% | -3.4% |
| 3M | +9.4% | -0.2% | +9.6% | +9.1% |
| 6M | +3.5% | +49.1% | -45.6% | -7.0% |
| YTD | +22.0% | +61.0% | -39.0% | +7.7% |
| 1Y | +2.2% | +82.5% | -80.3% | -12.6% |
| 3Y | +19.6% | +57.9% | -38.3% | +2.2% |
| All | -2.3% | +146.7% | -149.0% | -21.1% |
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