+261.5%
WAB vs STLD
+761.4%
-499.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.5% |
| 7D | +5.1% | +2.9% | +2.1% | +3.8% |
| 30D | +4.0% | -5.6% | +9.6% | +6.4% |
| 3M | +0.1% | -11.7% | +11.8% | +4.7% |
| 6M | +12.8% | -2.8% | +15.6% | +12.8% |
| YTD | +40.1% | +36.4% | +3.6% | +20.5% |
| 1Y | +46.4% | +50.0% | -3.6% | +21.0% |
| 3Y | +167.4% | +122.3% | +45.1% | +79.6% |
| 5Y | +215.0% | +273.2% | -58.2% | +56.5% |
| All | +261.5% | +761.4% | -499.9% | +8.0% |
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