+26,336.4%
WM vs NUE
+14,617.8%
+11,718.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | +4.2% | -4.5% | -1.1% |
| 30D | -2.4% | -5.0% | +2.6% | -1.6% |
| 3M | +0.4% | -0.2% | +0.6% | +0.1% |
| 6M | -9.5% | +49.1% | -58.6% | -16.6% |
| YTD | +0.5% | +61.0% | -60.5% | -8.8% |
| 1Y | -1.1% | +82.5% | -83.6% | -12.7% |
| 3Y | +46.0% | +57.9% | -11.9% | +29.3% |
| 5Y | +51.8% | +146.6% | -94.8% | +18.9% |
| 10Y | +307.5% | +561.6% | -254.1% | +149.8% |
| All | +26,336.4% | +14,617.8% | +11,718.6% | +9,454.8% |
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