+769.0%
STLD vs WST
+449.7%
+319.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +6.9% | +4.9% | +2.0% | +5.8% |
| 30D | -1.5% | +10.7% | -12.2% | -3.5% |
| 3M | -9.7% | +16.8% | -26.5% | -12.6% |
| 6M | +2.3% | +32.0% | -29.6% | -3.9% |
| YTD | +41.0% | +49.9% | -8.9% | +28.0% |
| 1Y | +51.8% | +50.6% | +1.2% | +37.6% |
| 3Y | +126.4% | +21.4% | +105.0% | +101.8% |
| 5Y | +285.7% | -0.6% | +286.3% | +254.5% |
| All | +769.0% | +449.7% | +319.3% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling