+285.3%
WAB vs STLD
+779.4%
-494.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.1% | +4.3% |
| 7D | +4.0% | -9.7% | +13.6% | +8.4% |
| 30D | +4.5% | -4.5% | +9.0% | +6.4% |
| 3M | +2.3% | -13.1% | +15.4% | +7.7% |
| 6M | +12.5% | -2.8% | +15.2% | +12.4% |
| YTD | +40.2% | +35.3% | +4.8% | +21.0% |
| 1Y | +45.2% | +51.4% | -6.2% | +19.5% |
| 3Y | +171.8% | +117.9% | +53.9% | +84.1% |
| 5Y | +217.6% | +272.6% | -55.0% | +57.7% |
| 10Y | +285.3% | +782.2% | -496.9% | +7.9% |
| All | +285.3% | +779.4% | -494.1% | +7.9% |
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