+2,628.3%
STLD vs WU
-20.2%
+2,648.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.6% |
| 7D | -11.1% | +11.7% | -22.8% | -17.1% |
| 30D | -4.8% | +12.6% | -17.4% | -12.0% |
| 3M | -14.6% | -0.5% | -14.1% | -15.6% |
| 6M | -7.4% | -18.2% | +10.8% | -0.5% |
| YTD | +32.6% | -19.0% | +51.6% | +41.7% |
| 1Y | +47.3% | -16.7% | +64.0% | +54.5% |
| 3Y | +107.5% | -21.0% | +128.6% | +113.9% |
| 5Y | +268.8% | -41.7% | +310.5% | +335.4% |
| 10Y | +883.3% | -35.0% | +918.3% | +925.1% |
| All | +2,628.3% | -20.2% | +2,648.5% | +2,075.6% |
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