+852.5%
STLD vs WWD
+461.1%
+391.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -3.0% | -1.3% |
| 7D | -11.1% | +4.2% | -15.3% | -13.0% |
| 30D | -4.8% | -2.1% | -2.6% | -4.0% |
| 3M | -14.6% | -13.2% | -1.4% | -8.5% |
| 6M | -7.4% | -16.9% | +9.5% | +0.4% |
| YTD | +32.6% | +5.2% | +27.3% | +25.3% |
| 1Y | +47.3% | +20.6% | +26.7% | +28.4% |
| 3Y | +107.5% | +146.3% | -38.8% | +17.9% |
| 5Y | +268.8% | +171.3% | +97.5% | +92.3% |
| All | +852.5% | +461.1% | +391.5% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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