+301.5%
CDW vs STLD
+790.2%
-488.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +9.1% | +6.9% | +2.2% | +6.8% |
| 30D | +13.7% | -1.5% | +15.2% | +14.0% |
| 3M | +27.0% | -9.7% | +36.7% | +30.6% |
| 6M | +75.9% | +2.3% | +73.5% | +72.1% |
| YTD | +28.9% | +41.0% | -12.1% | +12.0% |
| 1Y | +19.6% | +51.8% | -32.2% | +1.3% |
| 3Y | -14.6% | +126.4% | -141.0% | -38.4% |
| 5Y | -3.2% | +285.7% | -288.9% | -44.8% |
| All | +301.5% | +790.2% | -488.7% | +50.9% |
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