+86.9%
STLD vs WY
-9.3%
+96.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.8% | -1.7% | -1.1% | -2.3% |
| 30D | -10.4% | -9.9% | -0.5% | -7.2% |
| 3M | -10.6% | -7.5% | -3.1% | -8.2% |
| 6M | +32.7% | -5.1% | +37.8% | +34.4% |
| YTD | +42.8% | -2.1% | +44.9% | +43.3% |
| 1Y | +86.9% | -7.3% | +94.3% | +95.5% |
| All | +86.9% | -9.3% | +96.2% | +95.5% |
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