+60.1%
STLD vs WY
+0.3%
+59.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.6% | -8.7% | -4.1% |
| 7D | -3.9% | +13.3% | -17.3% | -6.5% |
| 30D | -0.4% | +17.6% | -18.0% | -4.2% |
| 3M | -9.2% | -15.0% | +5.8% | -3.6% |
| 6M | +5.0% | -5.9% | +10.9% | +7.8% |
| YTD | +42.8% | -5.7% | +48.5% | +46.8% |
| 1Y | +60.1% | -0.2% | +60.3% | +61.8% |
| All | +60.1% | +0.3% | +59.7% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling