+8,068.5%
STLD vs WSM
+9,878.1%
-1,809.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.5% | -3.0% | +2.5% | +0.6% |
| 30D | -0.1% | +10.1% | -10.1% | -3.3% |
| 3M | -9.2% | +4.9% | -14.1% | -10.9% |
| 6M | +1.8% | +49.8% | -48.0% | -11.2% |
| YTD | +42.1% | +48.7% | -6.6% | +23.9% |
| 1Y | +58.5% | +38.7% | +19.8% | +41.1% |
| 3Y | +128.2% | +269.5% | -141.3% | +40.0% |
| 5Y | +288.2% | +179.0% | +109.2% | +149.5% |
| 10Y | +799.8% | +1,162.3% | -362.5% | +225.6% |
| All | +8,068.5% | +9,878.1% | -1,809.5% | +1,357.1% |
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