+1,080.4%
STLD vs WPM
+502.1%
+578.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.7% | +7.0% | -4.4% | +1.8% |
| 30D | -8.4% | +15.7% | -24.2% | -10.3% |
| 3M | -9.9% | +35.2% | -45.1% | -13.6% |
| 6M | +33.0% | +6.1% | +26.9% | +31.0% |
| YTD | +42.6% | +32.6% | +10.0% | +36.3% |
| 1Y | +80.8% | +46.9% | +33.8% | +70.2% |
| 3Y | +143.4% | +276.3% | -132.9% | +100.9% |
| 5Y | +293.4% | +260.0% | +33.4% | +220.5% |
| 10Y | +1,080.4% | +508.5% | +571.9% | +904.1% |
| All | +1,080.4% | +502.1% | +578.3% | +904.1% |
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