+293.0%
CDW vs STLD
+868.9%
-575.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | +2.1% | -11.1% | +13.2% | +6.0% |
| 30D | +14.7% | -4.8% | +19.5% | +16.4% |
| 3M | +11.1% | -14.6% | +25.7% | +16.3% |
| 6M | +45.6% | -7.4% | +53.0% | +47.2% |
| YTD | +17.1% | +32.6% | -15.5% | +3.9% |
| 1Y | +13.2% | +47.3% | -34.2% | -3.2% |
| 3Y | -22.2% | +107.5% | -129.7% | -42.1% |
| 5Y | -10.1% | +268.8% | -279.0% | -47.8% |
| All | +293.0% | +868.9% | -575.9% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling