+51.8%
STLD vs WST
+49.0%
+2.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +6.9% | +4.9% | +2.0% | +6.0% |
| 30D | -1.5% | +10.7% | -12.2% | -2.7% |
| 3M | -9.7% | +16.8% | -26.5% | -11.4% |
| 6M | +2.3% | +32.0% | -29.6% | -2.1% |
| YTD | +41.0% | +49.9% | -8.9% | +29.4% |
| 1Y | +51.8% | +50.6% | +1.2% | +39.0% |
| All | +51.8% | +49.0% | +2.8% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling