+143.4%
STLD vs WY
-23.0%
+166.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +2.7% | -2.1% | +4.7% | +3.6% |
| 30D | -8.4% | -10.5% | +2.0% | -3.8% |
| 3M | -9.9% | -4.9% | -5.0% | -8.2% |
| 6M | +33.0% | -4.9% | +38.0% | +35.2% |
| YTD | +42.6% | -1.7% | +44.2% | +41.9% |
| 1Y | +80.8% | -9.4% | +90.1% | +87.5% |
| 3Y | +143.4% | -22.3% | +165.7% | +171.4% |
| All | +143.4% | -23.0% | +166.4% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling