+293.4%
STLD vs WSM
+189.5%
+103.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +2.7% | +2.6% | +0.1% | +1.8% |
| 30D | -8.4% | -9.5% | +1.1% | -5.6% |
| 3M | -9.9% | +12.9% | -22.7% | -13.3% |
| 6M | +33.0% | +23.0% | +10.0% | +24.5% |
| YTD | +42.6% | +28.9% | +13.7% | +31.3% |
| 1Y | +80.8% | +13.7% | +67.1% | +72.2% |
| 3Y | +143.4% | +232.6% | -89.2% | +57.1% |
| 5Y | +293.4% | +185.9% | +107.6% | +147.0% |
| All | +293.4% | +189.5% | +103.9% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling