+27.4%
WMT vs NUE
+86.4%
-59.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +3.6% |
| 7D | +8.8% | -1.4% | +10.2% | +8.9% |
| 30D | +22.9% | +6.6% | +16.4% | +22.1% |
| 3M | +16.1% | -2.0% | +18.1% | +15.8% |
| 6M | -0.5% | +19.2% | -19.7% | -2.6% |
| YTD | +16.7% | +65.6% | -48.9% | +10.1% |
| 1Y | +27.4% | +87.8% | -60.5% | +23.1% |
| All | +27.4% | +86.4% | -59.0% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling