+782.2%
STLD vs WWD
+494.7%
+287.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | -0.4% |
| 7D | -9.7% | +4.2% | -13.8% | -11.6% |
| 30D | -4.5% | -0.8% | -3.8% | -4.4% |
| 3M | -13.1% | -8.2% | -4.9% | -9.7% |
| 6M | -2.8% | -9.8% | +7.1% | +1.0% |
| YTD | +35.3% | +10.4% | +24.9% | +24.8% |
| 1Y | +51.4% | +25.5% | +25.9% | +29.4% |
| 3Y | +117.9% | +155.8% | -37.9% | +21.9% |
| 5Y | +272.6% | +187.3% | +85.3% | +89.4% |
| 10Y | +782.2% | +462.7% | +319.5% | +203.0% |
| All | +782.2% | +494.7% | +287.5% | +203.0% |
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