+28,547.2%
WM vs NUE
+13,742.9%
+14,804.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +1.2% | -10.6% | +11.8% | +3.2% |
| 30D | +13.1% | -0.6% | +13.7% | +13.0% |
| 3M | +3.6% | -9.7% | +13.3% | +5.2% |
| 6M | +8.1% | +5.1% | +3.0% | +6.2% |
| YTD | +8.9% | +51.4% | -42.5% | -0.4% |
| 1Y | +20.3% | +71.3% | -51.0% | +7.5% |
| 3Y | +46.2% | +66.8% | -20.7% | +27.8% |
| 5Y | +59.9% | +134.8% | -74.9% | +26.4% |
| 10Y | +345.6% | +506.1% | -160.6% | +177.0% |
| All | +28,547.2% | +13,742.9% | +14,804.3% | +10,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling