+48.7%
WM vs NUE
+72.4%
-23.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | -0.1% |
| 7D | +3.2% | +2.8% | +0.4% | +3.2% |
| 30D | +13.0% | -2.1% | +15.1% | +13.0% |
| 3M | +9.2% | -7.3% | +16.6% | +9.3% |
| 6M | +13.6% | +8.9% | +4.8% | +13.4% |
| YTD | +12.4% | +55.6% | -43.2% | +11.1% |
| 1Y | +21.2% | +74.7% | -53.4% | +19.5% |
| 3Y | +48.7% | +71.7% | -23.0% | +44.1% |
| All | +48.7% | +72.4% | -23.7% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling