+272.6%
STLD vs WST
+1.1%
+271.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.5% |
| 7D | -9.7% | +1.3% | -10.9% | -9.8% |
| 30D | -4.5% | +12.9% | -17.4% | -6.4% |
| 3M | -13.1% | +16.7% | -29.8% | -15.3% |
| 6M | -2.8% | +26.8% | -29.6% | -6.8% |
| YTD | +35.3% | +50.5% | -15.1% | +25.2% |
| 1Y | +51.4% | +52.9% | -1.5% | +39.6% |
| 3Y | +117.9% | +23.9% | +94.0% | +96.5% |
| 5Y | +272.6% | +1.0% | +271.6% | +242.6% |
| All | +272.6% | +1.1% | +271.5% | +242.6% |
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