+135.9%
WMT vs NUE
+146.6%
-10.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -7.4% | -4.6% | -2.9% | -7.0% |
| 3M | -10.9% | -0.3% | -10.5% | -11.0% |
| 6M | -12.7% | +51.9% | -64.6% | -16.8% |
| YTD | -3.2% | +60.0% | -63.2% | -8.3% |
| 1Y | +5.3% | +82.9% | -77.6% | -1.9% |
| 3Y | +101.9% | +66.0% | +35.9% | +86.2% |
| All | +135.9% | +146.6% | -10.7% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling