+122.3%
STLD vs BBWI
-24.0%
+146.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -5.6% | +12.9% | -18.4% | -7.8% |
| 3M | -11.7% | +16.0% | -27.7% | -14.7% |
| 6M | -2.8% | +16.6% | -19.4% | -7.1% |
| YTD | +36.4% | +9.7% | +26.7% | +30.5% |
| 1Y | +50.0% | +1.5% | +48.5% | +44.5% |
| 3Y | +122.3% | -21.4% | +143.7% | +132.4% |
| All | +122.3% | -24.0% | +146.3% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling