+782.2%
STLD vs WU
-36.4%
+818.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -9.7% | +9.1% | -18.7% | -13.2% |
| 30D | -4.5% | +12.1% | -16.6% | -9.4% |
| 3M | -13.1% | +0.3% | -13.4% | -14.0% |
| 6M | -2.8% | -19.1% | +16.4% | +3.6% |
| YTD | +35.3% | -19.2% | +54.6% | +43.1% |
| 1Y | +51.4% | -15.3% | +66.7% | +56.4% |
| 3Y | +117.9% | -21.3% | +139.3% | +124.7% |
| 5Y | +272.6% | -41.7% | +314.3% | +332.6% |
| 10Y | +782.2% | -36.0% | +818.2% | +897.3% |
| All | +782.2% | -36.4% | +818.6% | +897.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling