+87.2%
STLD vs WY
-5.4%
+92.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.1% | -2.6% | +5.8% | +4.1% |
| 30D | -9.0% | -10.9% | +1.9% | -5.1% |
| 3M | -12.4% | -6.0% | -6.4% | -10.4% |
| 6M | +25.5% | -5.6% | +31.1% | +27.5% |
| YTD | +43.6% | -1.1% | +44.8% | +43.4% |
| 1Y | +87.2% | -7.5% | +94.7% | +98.3% |
| All | +87.2% | -5.4% | +92.6% | +98.3% |
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