+53.0%
STLD vs WCN
+14.9%
+38.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.4% |
| 30D | -0.1% | +25.3% | -25.4% | +2.2% |
| 3M | -9.2% | +15.4% | -24.6% | -7.5% |
| 6M | +1.8% | +27.8% | -26.1% | +3.6% |
| YTD | +42.1% | +10.6% | +31.6% | +49.6% |
| All | +53.0% | +14.9% | +38.1% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling