+8,153.7%
STLD vs WY
+254.9%
+7,898.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | +3.1% | -1.7% | +4.9% | +4.2% |
| 30D | -9.0% | -10.1% | +1.1% | -3.2% |
| 3M | -12.4% | -5.1% | -7.2% | -10.3% |
| 6M | +25.5% | -4.8% | +30.3% | +27.9% |
| YTD | +43.6% | -0.2% | +43.9% | +41.3% |
| 1Y | +87.2% | -6.6% | +93.8% | +91.3% |
| 3Y | +135.2% | -22.7% | +158.0% | +164.6% |
| 5Y | +290.9% | -22.2% | +313.1% | +334.6% |
| 10Y | +1,113.5% | +7.3% | +1,106.2% | +901.9% |
| All | +8,153.7% | +254.9% | +7,898.8% | +3,206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling