+258.8%
STLD vs BBWI
-67.9%
+326.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +1.2% |
| 7D | -11.1% | -6.2% | -4.9% | -9.9% |
| 30D | -4.8% | +19.9% | -24.7% | -8.7% |
| 3M | -14.6% | +7.1% | -21.7% | -16.6% |
| 6M | -7.4% | +13.7% | -21.1% | -11.7% |
| YTD | +32.6% | +9.6% | +23.0% | +25.9% |
| 1Y | +47.3% | -1.6% | +49.0% | +42.0% |
| 3Y | +107.5% | -25.9% | +133.4% | +105.0% |
| All | +258.8% | -67.9% | +326.7% | +309.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling