-1.6%
SW vs NUE
+135.2%
-136.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | +0.7% |
| 7D | +4.7% | -10.8% | +15.4% | +7.8% |
| 30D | +5.0% | -2.1% | +7.1% | +5.4% |
| 3M | -7.3% | -10.4% | +3.0% | -5.0% |
| 6M | +15.0% | +6.4% | +8.6% | +12.5% |
| YTD | +18.5% | +51.9% | -33.3% | +5.7% |
| 1Y | +27.1% | +71.1% | -44.0% | +10.2% |
| 3Y | +49.3% | +68.2% | -18.9% | +26.5% |
| 5Y | -1.6% | +135.5% | -137.1% | -17.1% |
| All | -1.6% | +135.2% | -136.8% | -17.1% |
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