+7,176.9%
STLD vs WCN
+6,839.3%
+337.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | +3.1% | -0.6% | +3.8% | +3.4% |
| 30D | -9.0% | +0.4% | -9.4% | -9.2% |
| 3M | -12.4% | +7.3% | -19.7% | -14.8% |
| 6M | +25.5% | -2.5% | +28.0% | +25.5% |
| YTD | +43.6% | -5.4% | +49.0% | +44.8% |
| 1Y | +87.2% | -8.5% | +95.6% | +90.3% |
| 3Y | +135.2% | +20.8% | +114.4% | +114.9% |
| 5Y | +290.9% | +30.0% | +260.9% | +246.9% |
| 10Y | +1,113.5% | +238.4% | +875.0% | +691.3% |
| All | +7,176.9% | +6,839.3% | +337.6% | +2,723.6% |
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