+8,004.3%
STLD vs WWD
+9,795.8%
-1,791.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.2% |
| 7D | +6.9% | +8.2% | -1.3% | +2.7% |
| 30D | -1.5% | -0.2% | -1.3% | -1.6% |
| 3M | -9.7% | -8.4% | -1.3% | -6.1% |
| 6M | +2.3% | -9.5% | +11.8% | +6.0% |
| YTD | +41.0% | +10.1% | +30.9% | +31.0% |
| 1Y | +51.8% | +21.6% | +30.3% | +33.1% |
| 3Y | +126.4% | +149.6% | -23.2% | +34.0% |
| 5Y | +285.7% | +191.3% | +94.4% | +106.0% |
| 10Y | +792.7% | +455.2% | +337.6% | +224.0% |
| All | +8,004.3% | +9,795.8% | -1,791.5% | +1,172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling