+787.1%
STLD vs WY
0.0%
+787.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.1% | +5.1% |
| 7D | -4.7% | +0.2% | -4.9% | -5.1% |
| 30D | -0.9% | +8.0% | -9.0% | -6.0% |
| 3M | -11.9% | -17.7% | +5.8% | -2.8% |
| 6M | +0.9% | -10.8% | +11.7% | +5.7% |
| YTD | +40.4% | -10.6% | +51.0% | +45.8% |
| 1Y | +56.6% | -5.7% | +62.3% | +57.2% |
| 3Y | +125.5% | -24.8% | +150.3% | +153.3% |
| 5Y | +292.8% | -31.7% | +324.6% | +366.7% |
| 10Y | +787.1% | +2.9% | +784.1% | +698.2% |
| All | +787.1% | 0.0% | +787.1% | +698.2% |
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