+285.7%
STLD vs BBWI
-68.3%
+354.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.2% |
| 7D | +6.9% | -4.5% | +11.4% | +7.9% |
| 30D | -1.5% | +17.1% | -18.6% | -5.0% |
| 3M | -9.7% | +17.5% | -27.2% | -13.6% |
| 6M | +2.3% | +12.8% | -10.5% | -2.2% |
| YTD | +41.0% | +8.2% | +32.9% | +34.4% |
| 1Y | +51.8% | -1.8% | +53.6% | +46.3% |
| 3Y | +126.4% | -25.8% | +152.2% | +123.4% |
| 5Y | +285.7% | -68.0% | +353.7% | +339.0% |
| All | +285.7% | -68.3% | +354.0% | +339.0% |
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