+8,153.7%
STLD vs WST
+7,222.1%
+931.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | -9.0% | -3.1% | -5.8% | -7.9% |
| 3M | -12.4% | +7.2% | -19.6% | -15.3% |
| 6M | +25.5% | +36.8% | -11.3% | +8.9% |
| YTD | +43.6% | +23.8% | +19.8% | +29.1% |
| 1Y | +87.2% | +37.8% | +49.4% | +59.9% |
| 3Y | +135.2% | -15.9% | +151.1% | +119.1% |
| 5Y | +290.9% | -25.8% | +316.7% | +268.9% |
| 10Y | +1,113.5% | +319.6% | +793.9% | +322.6% |
| All | +8,153.7% | +7,222.1% | +931.6% | +736.7% |
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