+782.2%
STLD vs WCN
+302.6%
+479.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -9.7% | +1.2% | -10.9% | -10.2% |
| 30D | -4.5% | +24.6% | -29.1% | -14.5% |
| 3M | -13.1% | +14.2% | -27.3% | -19.0% |
| 6M | -2.8% | +25.7% | -28.4% | -14.2% |
| YTD | +35.3% | +9.3% | +26.1% | +27.3% |
| 1Y | +51.4% | +15.3% | +36.1% | +38.1% |
| 3Y | +117.9% | +48.6% | +69.4% | +64.4% |
| 5Y | +272.6% | +46.9% | +225.7% | +177.7% |
| 10Y | +782.2% | +298.1% | +484.0% | +307.1% |
| All | +782.2% | +302.6% | +479.5% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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