+140.2%
STLD vs WCC
+131.2%
+9.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -3.0% |
| 7D | +3.1% | +4.5% | -1.3% | +1.4% |
| 30D | -9.0% | -5.8% | -3.2% | -7.1% |
| 3M | -12.4% | -3.7% | -8.7% | -11.8% |
| 6M | +25.5% | +23.1% | +2.4% | +14.2% |
| YTD | +43.6% | +44.2% | -0.5% | +22.5% |
| 1Y | +87.2% | +62.1% | +25.1% | +51.4% |
| All | +140.2% | +131.2% | +9.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling