+107.5%
STLD vs WU
-21.7%
+129.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.8% |
| 7D | -11.1% | +11.7% | -22.8% | -13.0% |
| 30D | -4.8% | +12.6% | -17.4% | -7.1% |
| 3M | -14.6% | -0.5% | -14.1% | -14.6% |
| 6M | -7.4% | -18.2% | +10.8% | -4.2% |
| YTD | +32.6% | -19.0% | +51.6% | +37.1% |
| 1Y | +47.3% | -16.7% | +64.0% | +51.0% |
| 3Y | +107.5% | -21.0% | +128.6% | +118.5% |
| All | +107.5% | -21.7% | +129.2% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling