+8,892.0%
WMT vs NUE
+14,301.5%
-5,409.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -6.4% | -6.1% | -0.4% | -5.4% |
| 3M | -12.1% | +2.2% | -14.3% | -12.7% |
| 6M | -15.0% | +50.8% | -65.7% | -21.6% |
| YTD | -4.5% | +57.5% | -62.0% | -12.7% |
| 1Y | +6.2% | +82.5% | -76.3% | -5.9% |
| 3Y | +99.9% | +61.7% | +38.2% | +77.3% |
| 5Y | +131.4% | +145.1% | -13.7% | +83.2% |
| 10Y | +433.2% | +577.8% | -144.6% | +227.4% |
| All | +8,892.0% | +14,301.5% | -5,409.5% | +1,470.6% |
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