+7,518.6%
STLD vs WY
+223.4%
+7,295.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +2.3% |
| 7D | -11.1% | +3.1% | -14.2% | -13.1% |
| 30D | -4.8% | +13.0% | -17.8% | -12.5% |
| 3M | -14.6% | -16.8% | +2.3% | -5.8% |
| 6M | -7.4% | -11.2% | +3.8% | -2.4% |
| YTD | +32.6% | -9.1% | +41.6% | +36.5% |
| 1Y | +47.3% | -4.8% | +52.1% | +47.1% |
| 3Y | +107.5% | -25.3% | +132.8% | +135.6% |
| 5Y | +268.8% | -33.2% | +302.0% | +346.7% |
| 10Y | +883.3% | +6.6% | +876.7% | +706.7% |
| All | +7,518.6% | +223.4% | +7,295.2% | +3,095.1% |
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 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