+2,855.7%
STLD vs WU
-19.6%
+2,875.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +3.1% | -0.8% | +4.0% | +3.7% |
| 30D | -9.0% | -1.1% | -7.9% | -8.6% |
| 3M | -12.4% | -3.9% | -8.5% | -12.9% |
| 6M | +25.5% | -20.7% | +46.2% | +38.3% |
| YTD | +43.6% | -18.4% | +62.0% | +54.8% |
| 1Y | +87.2% | -8.1% | +95.3% | +85.8% |
| 3Y | +135.2% | -24.2% | +159.4% | +149.8% |
| 5Y | +290.9% | -50.4% | +341.3% | +418.6% |
| 10Y | +1,113.5% | -40.0% | +1,153.5% | +1,253.5% |
| All | +2,855.7% | -19.6% | +2,875.3% | +2,276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling