+258.8%
STLD vs WCN
+45.6%
+213.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.8% |
| 7D | -11.1% | +2.9% | -14.0% | -11.7% |
| 30D | -4.8% | +22.1% | -26.9% | -9.7% |
| 3M | -14.6% | +13.2% | -27.7% | -17.3% |
| 6M | -7.4% | +23.7% | -31.1% | -13.1% |
| YTD | +32.6% | +8.7% | +23.8% | +29.6% |
| 1Y | +47.3% | +15.3% | +32.0% | +40.7% |
| 3Y | +107.5% | +46.0% | +61.5% | +70.5% |
| All | +258.8% | +45.6% | +213.2% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling