+740.9%
STLD vs WSM
+1,131.4%
-390.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -5.6% | +5.1% | -10.6% | -7.5% |
| 3M | -11.7% | +5.1% | -16.8% | -13.7% |
| 6M | -2.8% | +48.6% | -51.4% | -16.2% |
| YTD | +36.4% | +44.2% | -7.7% | +18.4% |
| 1Y | +50.0% | +38.1% | +11.9% | +32.0% |
| 3Y | +122.3% | +257.2% | -134.9% | +28.6% |
| 5Y | +273.2% | +165.1% | +108.1% | +129.8% |
| All | +740.9% | +1,131.4% | -390.5% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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