+7,518.6%
STLD vs BBWI
+970.1%
+6,548.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +1.6% |
| 7D | -11.1% | -6.2% | -4.9% | -9.2% |
| 30D | -4.8% | +19.9% | -24.7% | -11.0% |
| 3M | -14.6% | +7.1% | -21.7% | -18.0% |
| 6M | -7.4% | +13.7% | -21.1% | -14.1% |
| YTD | +32.6% | +9.6% | +23.0% | +22.0% |
| 1Y | +47.3% | -1.6% | +49.0% | +37.9% |
| 3Y | +107.5% | -25.9% | +133.4% | +99.9% |
| 5Y | +268.8% | -67.8% | +336.6% | +348.7% |
| 10Y | +883.3% | -43.5% | +926.8% | +658.1% |
| All | +7,518.6% | +970.1% | +6,548.5% | +1,688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling