+302.9%
WM vs NUE
+540.4%
-237.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.2% |
| 30D | -4.3% | -6.0% | +1.6% | -3.5% |
| 3M | +0.8% | +1.4% | -0.7% | +0.2% |
| 6M | -10.8% | +52.8% | -63.6% | -17.4% |
| YTD | -0.1% | +58.1% | -58.2% | -8.1% |
| 1Y | +1.0% | +80.4% | -79.4% | -9.6% |
| 3Y | +45.1% | +62.3% | -17.2% | +29.4% |
| 5Y | +52.1% | +146.2% | -94.1% | +18.3% |
| 10Y | +302.9% | +549.5% | -246.6% | +110.7% |
| All | +302.9% | +540.4% | -237.4% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling