+280.5%
WAB vs STLD
+804.7%
-524.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.2% |
| 7D | +4.0% | -4.7% | +8.7% | +6.1% |
| 30D | +6.3% | -0.9% | +7.3% | +6.7% |
| 3M | +3.3% | -11.9% | +15.2% | +8.1% |
| 6M | +14.5% | +0.9% | +13.6% | +12.7% |
| YTD | +42.7% | +40.4% | +2.2% | +21.3% |
| 1Y | +45.2% | +56.6% | -11.4% | +17.9% |
| 3Y | +173.8% | +125.5% | +48.3% | +82.9% |
| 5Y | +223.8% | +292.8% | -69.0% | +57.2% |
| 10Y | +280.5% | +787.1% | -506.6% | +11.2% |
| All | +280.5% | +804.7% | -524.2% | +11.2% |
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