+787.1%
STLD vs WWD
+460.9%
+326.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -0.9% | -0.4% | -0.5% | -1.0% |
| 3M | -11.9% | -6.1% | -5.8% | -9.4% |
| 6M | +0.9% | -9.5% | +10.4% | +4.6% |
| YTD | +40.4% | +10.8% | +29.6% | +29.3% |
| 1Y | +56.6% | +23.5% | +33.0% | +35.0% |
| 3Y | +125.5% | +151.3% | -25.8% | +27.4% |
| 5Y | +292.8% | +187.8% | +105.0% | +99.6% |
| 10Y | +787.1% | +461.1% | +326.0% | +196.2% |
| All | +787.1% | +460.9% | +326.1% | +196.2% |
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