+852.5%
STLD vs WCC
+457.1%
+395.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.6% |
| 7D | -11.1% | -14.7% | +3.6% | -4.6% |
| 30D | -4.8% | -20.1% | +15.3% | +5.0% |
| 3M | -14.6% | -21.2% | +6.6% | -5.7% |
| 6M | -7.4% | -19.2% | +11.8% | -0.2% |
| YTD | +32.6% | +20.2% | +12.3% | +16.2% |
| 1Y | +47.3% | +14.5% | +32.9% | +31.9% |
| 3Y | +107.5% | +115.1% | -7.6% | +25.2% |
| 5Y | +268.8% | +121.5% | +147.3% | +104.8% |
| All | +852.5% | +457.1% | +395.4% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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