+122.3%
STLD vs WCN
+52.1%
+70.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +2.9% | +2.6% | +0.3% | +2.9% |
| 30D | -5.6% | +23.9% | -29.5% | -6.0% |
| 3M | -11.7% | +17.4% | -29.1% | -11.9% |
| 6M | -2.8% | +28.0% | -30.8% | -3.8% |
| YTD | +36.4% | +11.6% | +24.9% | +37.7% |
| 1Y | +50.0% | +16.9% | +33.1% | +50.3% |
| 3Y | +122.3% | +51.6% | +70.7% | +107.2% |
| All | +122.3% | +52.1% | +70.2% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling