+5,821.3%
GWW vs STLD
+8,008.3%
-2,187.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +6.0% | -11.1% | +17.1% | +8.8% |
| 30D | +14.0% | -4.8% | +18.8% | +15.1% |
| 3M | +12.5% | -14.6% | +27.1% | +16.1% |
| 6M | +23.6% | -7.4% | +31.0% | +24.5% |
| YTD | +43.6% | +32.6% | +11.1% | +32.6% |
| 1Y | +52.5% | +47.3% | +5.2% | +37.3% |
| 3Y | +92.6% | +107.5% | -15.0% | +57.0% |
| 5Y | +219.0% | +268.8% | -49.8% | +121.4% |
| 10Y | +713.8% | +883.3% | -169.5% | +328.2% |
| All | +5,821.3% | +8,008.3% | -2,187.1% | +1,474.3% |
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