+1,120.7%
STLD vs WWD
+482.6%
+638.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +2.7% | +0.8% | +1.9% | +2.2% |
| 30D | -8.4% | -6.4% | -2.0% | -5.3% |
| 3M | -9.9% | -5.6% | -4.2% | -8.1% |
| 6M | +33.0% | -9.1% | +42.1% | +37.3% |
| YTD | +42.6% | +12.5% | +30.1% | +30.7% |
| 1Y | +80.8% | +41.3% | +39.4% | +45.3% |
| 3Y | +143.4% | +170.2% | -26.8% | +31.9% |
| 5Y | +293.4% | +192.5% | +100.9% | +97.3% |
| All | +1,120.7% | +482.6% | +638.2% | +267.2% |
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