-7.4%
STLD vs WSM
+39.2%
-46.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.9% |
| 7D | -11.1% | +0.5% | -11.7% | -11.0% |
| 30D | -4.8% | +6.0% | -10.8% | -6.4% |
| 3M | -14.6% | +3.2% | -17.8% | -14.9% |
| 6M | -7.4% | +37.1% | -44.5% | -17.4% |
| All | -7.4% | +39.2% | -46.6% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling