+4,989.4%
STLD vs WPM
+5,236.6%
-247.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.4% |
| 7D | -11.1% | +16.9% | -28.0% | -15.6% |
| 30D | -4.8% | +2.0% | -6.7% | -5.9% |
| 3M | -14.6% | +8.9% | -23.5% | -18.0% |
| 6M | -7.4% | +1.6% | -9.0% | -10.0% |
| YTD | +32.6% | +16.5% | +16.1% | +21.4% |
| 1Y | +47.3% | +42.2% | +5.1% | +26.4% |
| 3Y | +107.5% | +213.3% | -105.8% | +32.5% |
| 5Y | +268.8% | +249.9% | +18.9% | +120.8% |
| 10Y | +883.3% | +549.4% | +334.0% | +313.0% |
| All | +4,989.4% | +5,236.6% | -247.2% | +623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling