+258.8%
STLD vs WST
-0.1%
+258.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -11.1% | -3.1% | -8.0% | -10.6% |
| 30D | -4.8% | +9.1% | -13.9% | -6.1% |
| 3M | -14.6% | +14.7% | -29.2% | -16.5% |
| 6M | -7.4% | +28.0% | -35.4% | -11.5% |
| YTD | +32.6% | +45.6% | -13.1% | +23.3% |
| 1Y | +47.3% | +45.7% | +1.7% | +37.0% |
| 3Y | +107.5% | +21.1% | +86.5% | +87.4% |
| All | +258.8% | -0.1% | +258.9% | +231.4% |
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