+129.8%
STLD vs WCC
+138.4%
-8.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | +14.2% | -7.4% | +1.6% |
| 30D | -1.5% | -9.8% | +8.4% | +1.7% |
| 3M | -9.7% | -10.1% | +0.4% | -7.0% |
| 6M | +2.3% | -9.4% | +11.7% | +4.3% |
| YTD | +41.0% | +34.4% | +6.6% | +22.0% |
| 1Y | +51.8% | +23.3% | +28.5% | +35.6% |
| All | +129.8% | +138.4% | -8.7% | +49.5% |
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