+7,810.6%
STLD vs WCC
+1,412.6%
+6,398.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.5% |
| 7D | -11.1% | -14.7% | +3.6% | -5.2% |
| 30D | -4.8% | -20.1% | +15.3% | +4.0% |
| 3M | -14.6% | -21.2% | +6.6% | -6.5% |
| 6M | -7.4% | -19.2% | +11.8% | -0.9% |
| YTD | +32.6% | +20.2% | +12.3% | +18.4% |
| 1Y | +47.3% | +14.5% | +32.9% | +34.1% |
| 3Y | +107.5% | +115.1% | -7.6% | +35.4% |
| 5Y | +268.8% | +121.5% | +147.3% | +126.7% |
| 10Y | +883.3% | +468.1% | +415.2% | +271.7% |
| All | +7,810.6% | +1,412.6% | +6,398.0% | +1,879.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling