+7,518.6%
STLD vs WSM
+9,572.4%
-2,053.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.0% |
| 7D | -11.1% | +0.5% | -11.7% | -11.4% |
| 30D | -4.8% | +6.0% | -10.8% | -6.8% |
| 3M | -14.6% | +3.2% | -17.8% | -15.8% |
| 6M | -7.4% | +37.1% | -44.5% | -16.9% |
| YTD | +32.6% | +44.2% | -11.6% | +16.7% |
| 1Y | +47.3% | +34.2% | +13.1% | +32.5% |
| 3Y | +107.5% | +249.3% | -141.7% | +29.7% |
| 5Y | +268.8% | +169.3% | +99.6% | +139.7% |
| 10Y | +883.3% | +1,241.2% | -357.9% | +249.7% |
| All | +7,518.6% | +9,572.4% | -2,053.8% | +1,272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling