+1,122.7%
STLD vs WY
+5.8%
+1,116.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.8% | -1.7% | -1.1% | -1.9% |
| 30D | -10.4% | -9.9% | -0.5% | -5.2% |
| 3M | -10.6% | -7.5% | -3.1% | -7.2% |
| 6M | +32.7% | -5.1% | +37.8% | +35.4% |
| YTD | +42.8% | -2.1% | +44.9% | +42.2% |
| 1Y | +86.9% | -7.3% | +94.3% | +91.8% |
| 3Y | +143.8% | -22.6% | +166.5% | +172.8% |
| 5Y | +293.5% | -19.8% | +313.3% | +329.3% |
| 10Y | +1,122.7% | +9.6% | +1,113.1% | +958.1% |
| All | +1,122.7% | +5.8% | +1,116.9% | +958.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling