+140.2%
STLD vs WPM
+280.0%
-139.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.5% |
| 7D | +3.1% | +1.1% | +2.1% | +3.0% |
| 30D | -9.0% | +26.4% | -35.3% | -11.7% |
| 3M | -12.4% | +20.8% | -33.2% | -14.6% |
| 6M | +25.5% | +1.1% | +24.4% | +24.1% |
| YTD | +43.6% | +32.5% | +11.2% | +38.4% |
| 1Y | +87.2% | +51.5% | +35.7% | +78.0% |
| All | +140.2% | +280.0% | -139.7% | +104.3% |
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