+267.2%
STLD vs WST
-7.2%
+274.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.0% | -3.6% | -6.9% |
| 7D | -12.5% | -5.8% | -6.7% | -11.6% |
| 30D | -6.8% | +5.3% | -12.2% | -7.6% |
| 3M | -16.4% | +11.8% | -28.2% | -17.9% |
| 6M | -6.1% | +26.7% | -32.8% | -10.1% |
| YTD | +32.0% | +43.0% | -11.0% | +23.1% |
| 1Y | +45.5% | +38.9% | +6.7% | +36.4% |
| 3Y | +106.5% | +18.2% | +88.3% | +87.4% |
| 5Y | +267.2% | -1.5% | +268.7% | +242.2% |
| All | +267.2% | -7.2% | +274.4% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling