+782.2%
STLD vs WPM
+553.6%
+228.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.4% |
| 7D | -9.7% | +20.8% | -30.5% | -11.8% |
| 30D | -4.5% | +3.8% | -8.4% | -5.1% |
| 3M | -13.1% | +7.4% | -20.5% | -14.1% |
| 6M | -2.8% | +4.0% | -6.7% | -3.8% |
| YTD | +35.3% | +23.0% | +12.3% | +30.7% |
| 1Y | +51.4% | +45.9% | +5.4% | +43.4% |
| 3Y | +117.9% | +242.9% | -125.0% | +84.2% |
| 5Y | +272.6% | +259.5% | +13.1% | +208.4% |
| 10Y | +782.2% | +577.7% | +204.5% | +626.1% |
| All | +782.2% | +553.6% | +228.6% | +626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling