+5,413.7%
STLD vs WPM
+5,967.5%
-553.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.3% |
| 7D | +3.1% | +1.1% | +2.1% | +2.8% |
| 30D | -9.0% | +26.4% | -35.3% | -16.0% |
| 3M | -12.4% | +20.8% | -33.2% | -18.5% |
| 6M | +25.5% | +1.1% | +24.4% | +22.4% |
| YTD | +43.6% | +32.5% | +11.2% | +27.3% |
| 1Y | +87.2% | +51.5% | +35.7% | +57.4% |
| 3Y | +135.2% | +267.0% | -131.8% | +43.5% |
| 5Y | +290.9% | +250.1% | +40.7% | +135.8% |
| 10Y | +1,113.5% | +540.4% | +573.1% | +418.6% |
| All | +5,413.7% | +5,967.5% | -553.8% | +658.3% |
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 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