+283.6%
WAB vs STLD
+1,087.1%
-803.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -3.2% | +3.1% | -6.4% | -4.6% |
| 30D | -4.4% | -9.0% | +4.5% | -1.0% |
| 3M | +7.9% | -12.4% | +20.2% | +13.1% |
| 6M | +8.7% | +25.5% | -16.8% | -2.3% |
| YTD | +33.0% | +43.6% | -10.6% | +12.4% |
| 1Y | +46.7% | +87.2% | -40.5% | +10.3% |
| 3Y | +153.0% | +135.2% | +17.8% | +66.1% |
| 5Y | +222.3% | +290.9% | -68.6% | +57.1% |
| All | +283.6% | +1,087.1% | -803.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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