+1,122.7%
STLD vs WCN
+235.4%
+887.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | -2.8% | -1.7% | -1.1% | -2.0% |
| 30D | -10.4% | -3.0% | -7.4% | -9.2% |
| 3M | -10.6% | +2.5% | -13.1% | -12.3% |
| 6M | +32.7% | -5.7% | +38.4% | +35.1% |
| YTD | +42.8% | -7.4% | +50.3% | +46.4% |
| 1Y | +86.9% | -8.6% | +95.6% | +92.0% |
| 3Y | +143.8% | +19.4% | +124.4% | +106.3% |
| 5Y | +293.5% | +27.2% | +266.3% | +213.7% |
| 10Y | +1,122.7% | +238.5% | +884.1% | +490.7% |
| All | +1,122.7% | +235.4% | +887.3% | +490.7% |
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