+8,153.7%
STLD vs WWD
+10,222.7%
-2,069.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +3.1% | +1.3% | +1.9% | +2.4% |
| 30D | -9.0% | -7.2% | -1.8% | -5.6% |
| 3M | -12.4% | -3.8% | -8.5% | -11.5% |
| 6M | +25.5% | -9.9% | +35.4% | +30.1% |
| YTD | +43.6% | +14.8% | +28.8% | +31.2% |
| 1Y | +87.2% | +42.1% | +45.1% | +52.3% |
| 3Y | +135.2% | +170.8% | -35.6% | +34.0% |
| 5Y | +290.9% | +197.5% | +93.4% | +106.8% |
| 10Y | +1,113.5% | +477.8% | +635.6% | +333.9% |
| All | +8,153.7% | +10,222.7% | -2,069.0% | +1,174.1% |
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