+292.6%
STLD vs WCC
+216.1%
+76.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -3.2% |
| 7D | +3.1% | +4.5% | -1.3% | +1.2% |
| 30D | -9.0% | -5.8% | -3.2% | -6.9% |
| 3M | -12.4% | -3.7% | -8.7% | -11.9% |
| 6M | +25.5% | +23.1% | +2.4% | +12.9% |
| YTD | +43.6% | +44.2% | -0.5% | +20.2% |
| 1Y | +87.2% | +62.1% | +25.1% | +47.6% |
| 3Y | +135.2% | +121.1% | +14.1% | +51.8% |
| All | +292.6% | +216.1% | +76.6% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling