+1,081.9%
STLD vs BBWI
-54.1%
+1,136.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.3% |
| 7D | +3.1% | +1.5% | +1.6% | +2.7% |
| 30D | -9.0% | -5.2% | -3.8% | -8.2% |
| 3M | -12.4% | +11.1% | -23.5% | -15.8% |
| 6M | +25.5% | -13.4% | +38.9% | +27.5% |
| YTD | +43.6% | +0.1% | +43.5% | +39.4% |
| 1Y | +87.2% | -36.1% | +123.3% | +101.4% |
| 3Y | +135.2% | -44.1% | +179.3% | +150.3% |
| 5Y | +290.9% | -66.2% | +357.1% | +356.0% |
| All | +1,081.9% | -54.1% | +1,136.0% | +897.1% |
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