+107.5%
STLD vs WPM
+212.7%
-105.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.1% |
| 7D | -11.1% | +16.9% | -28.0% | -12.9% |
| 30D | -4.8% | +2.0% | -6.7% | -5.1% |
| 3M | -14.6% | +8.9% | -23.5% | -15.7% |
| 6M | -7.4% | +1.6% | -9.0% | -8.1% |
| YTD | +32.6% | +16.5% | +16.1% | +29.4% |
| 1Y | +47.3% | +42.2% | +5.1% | +41.5% |
| 3Y | +107.5% | +213.3% | -105.8% | +73.6% |
| All | +107.5% | +212.7% | -105.2% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling