+257.2%
STLD vs WWD
+161.2%
+96.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.0% | -1.6% | -5.0% |
| 7D | -12.5% | -2.6% | -9.9% | -11.5% |
| 30D | -6.8% | -7.7% | +0.9% | -3.7% |
| 3M | -16.4% | -17.7% | +1.4% | -9.3% |
| 6M | -6.1% | -15.9% | +9.8% | 0.0% |
| YTD | +32.0% | +1.8% | +30.2% | +27.9% |
| 1Y | +45.5% | +17.4% | +28.1% | +31.2% |
| 3Y | +106.5% | +137.1% | -30.6% | +28.7% |
| All | +257.2% | +161.2% | +96.0% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling