+6,757.4%
STLD vs WCN
+7,914.0%
-1,156.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -9.7% | +1.2% | -10.9% | -10.1% |
| 30D | -4.5% | +24.6% | -29.1% | -11.8% |
| 3M | -13.1% | +14.2% | -27.3% | -17.5% |
| 6M | -2.8% | +25.7% | -28.4% | -11.0% |
| YTD | +35.3% | +9.3% | +26.1% | +29.3% |
| 1Y | +51.4% | +15.3% | +36.1% | +41.9% |
| 3Y | +117.9% | +48.6% | +69.4% | +84.8% |
| 5Y | +272.6% | +46.9% | +225.7% | +215.9% |
| 10Y | +782.2% | +298.1% | +484.0% | +441.7% |
| All | +6,757.4% | +7,914.0% | -1,156.6% | +2,419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling