+8,153.7%
STLD vs WSM
+8,532.0%
-378.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.3% |
| 7D | +3.1% | -3.3% | +6.4% | +4.2% |
| 30D | -9.0% | -8.4% | -0.6% | -6.4% |
| 3M | -12.4% | +9.7% | -22.0% | -15.2% |
| 6M | +25.5% | +16.7% | +8.8% | +19.0% |
| YTD | +43.6% | +28.7% | +14.9% | +31.6% |
| 1Y | +87.2% | +13.7% | +73.5% | +78.0% |
| 3Y | +135.2% | +230.1% | -94.9% | +49.7% |
| 5Y | +290.9% | +179.0% | +111.9% | +151.3% |
| 10Y | +1,113.5% | +1,002.5% | +110.9% | +360.3% |
| All | +8,153.7% | +8,532.0% | -378.3% | +1,447.8% |
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