+957.1%
WDC vs NUE
+142.4%
+814.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +4.4% | -2.7% | +7.1% | +5.7% |
| 30D | +5.3% | -6.1% | +11.3% | +8.4% |
| 3M | -5.9% | +2.2% | -8.2% | -7.7% |
| 6M | +73.2% | +50.8% | +22.5% | +42.1% |
| YTD | +167.8% | +57.5% | +110.3% | +116.1% |
| 1Y | +386.0% | +82.5% | +303.5% | +264.5% |
| 3Y | +1,309.7% | +61.7% | +1,248.0% | +968.1% |
| 5Y | +957.1% | +145.1% | +812.0% | +572.1% |
| All | +957.1% | +142.4% | +814.7% | +572.1% |
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