+1,080.4%
STLD vs WU
-41.4%
+1,121.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | -8.4% | -1.1% | -7.3% | -8.2% |
| 3M | -9.9% | -1.8% | -8.0% | -11.0% |
| 6M | +33.0% | -23.9% | +57.0% | +46.0% |
| YTD | +42.6% | -20.4% | +63.0% | +52.8% |
| 1Y | +80.8% | -10.6% | +91.3% | +82.3% |
| 3Y | +143.4% | -27.7% | +171.2% | +161.9% |
| 5Y | +293.4% | -51.1% | +344.5% | +408.1% |
| 10Y | +1,080.4% | -40.7% | +1,121.1% | +1,296.5% |
| All | +1,080.4% | -41.4% | +1,121.8% | +1,296.5% |
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