+5,343.6%
GWW vs STLD
+8,684.3%
-3,340.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +1.4% | +3.1% | -1.8% | +0.6% |
| 30D | +3.3% | -9.0% | +12.3% | +5.3% |
| 3M | +2.9% | -12.4% | +15.3% | +5.5% |
| 6M | +15.8% | +25.5% | -9.7% | +8.8% |
| YTD | +32.0% | +43.6% | -11.6% | +20.0% |
| 1Y | +29.9% | +87.2% | -57.3% | +10.6% |
| 3Y | +91.1% | +135.2% | -44.2% | +51.6% |
| 5Y | +223.9% | +290.9% | -66.9% | +121.8% |
| 10Y | +567.0% | +1,113.5% | -546.4% | +235.7% |
| All | +5,343.6% | +8,684.3% | -3,340.6% | +1,324.7% |
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