+452.2%
EWT vs STLD
+15,344.5%
-14,892.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.5% | +3.8% |
| 7D | -11.7% | -11.1% | -0.6% | -8.7% |
| 30D | -23.2% | -4.8% | -18.4% | -22.1% |
| 3M | -12.5% | -14.6% | +2.1% | -8.9% |
| 6M | -5.9% | -7.4% | +1.5% | -4.5% |
| YTD | +40.5% | +32.6% | +7.9% | +28.8% |
| 1Y | +43.7% | +47.3% | -3.6% | +28.0% |
| 3Y | +136.6% | +107.5% | +29.1% | +87.3% |
| 5Y | +105.1% | +268.8% | -163.7% | +32.8% |
| 10Y | +387.0% | +883.3% | -496.4% | +116.2% |
| All | +452.2% | +15,344.5% | -14,892.3% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling