+7,484.2%
STLD vs WST
+8,353.0%
-868.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.0% | -3.6% | -6.0% |
| 7D | -12.5% | -5.8% | -6.7% | -10.3% |
| 30D | -6.8% | +5.3% | -12.2% | -8.7% |
| 3M | -16.4% | +11.8% | -28.2% | -20.1% |
| 6M | -6.1% | +26.7% | -32.8% | -15.4% |
| YTD | +32.0% | +43.0% | -11.0% | +12.0% |
| 1Y | +45.5% | +38.9% | +6.7% | +24.8% |
| 3Y | +106.5% | +18.2% | +88.3% | +65.8% |
| 5Y | +267.2% | -1.5% | +268.7% | +206.6% |
| 10Y | +878.9% | +439.0% | +439.9% | +204.8% |
| All | +7,484.2% | +8,353.0% | -868.8% | +625.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling