+5,811.8%
WAB vs STLD
+8,525.3%
-2,713.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +7.9% | +6.9% | +1.1% | +5.6% |
| 30D | +4.9% | -1.5% | +6.3% | +5.4% |
| 3M | +1.8% | -9.7% | +11.5% | +4.8% |
| 6M | +12.0% | +2.3% | +9.6% | +10.2% |
| YTD | +41.3% | +41.0% | +0.3% | +24.4% |
| 1Y | +43.8% | +51.8% | -8.0% | +23.6% |
| 3Y | +171.1% | +126.4% | +44.6% | +98.9% |
| 5Y | +217.7% | +285.7% | -68.0% | +88.0% |
| 10Y | +272.3% | +792.7% | -520.4% | +59.0% |
| All | +5,811.8% | +8,525.3% | -2,713.4% | +999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling