+782.2%
STLD vs BBWI
-41.3%
+823.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | -9.7% | -6.2% | -3.5% | -8.2% |
| 30D | -4.5% | +25.5% | -30.0% | -10.2% |
| 3M | -13.1% | +8.0% | -21.1% | -15.8% |
| 6M | -2.8% | +12.7% | -15.4% | -7.7% |
| YTD | +35.3% | +11.6% | +23.7% | +26.9% |
| 1Y | +51.4% | -0.9% | +52.3% | +44.5% |
| 3Y | +117.9% | -22.7% | +140.6% | +111.7% |
| 5Y | +272.6% | -67.2% | +339.8% | +336.9% |
| 10Y | +782.2% | -43.7% | +825.9% | +610.2% |
| All | +782.2% | -41.3% | +823.5% | +610.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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