+277.1%
STLD vs WU
-43.8%
+320.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +2.9% | -2.0% | +5.0% | +3.4% |
| 30D | -5.6% | +11.4% | -17.0% | -8.4% |
| 3M | -11.7% | -6.8% | -4.9% | -10.5% |
| 6M | -2.8% | -14.6% | +11.9% | -0.1% |
| YTD | +36.4% | -20.6% | +57.1% | +42.6% |
| 1Y | +50.0% | -15.4% | +65.4% | +53.5% |
| 3Y | +122.3% | -23.6% | +145.9% | +129.1% |
| All | +277.1% | -43.8% | +320.9% | +326.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling