+226.2%
WAT vs STLD
+868.9%
-642.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.1% | -11.1% | +10.0% | +2.0% |
| 30D | +5.0% | -4.8% | +9.7% | +6.2% |
| 3M | +14.5% | -14.6% | +29.0% | +18.9% |
| 6M | +30.9% | -7.4% | +38.3% | +32.4% |
| YTD | +20.5% | +32.6% | -12.1% | +10.0% |
| 1Y | +23.3% | +47.3% | -24.0% | +9.3% |
| 3Y | +81.5% | +107.5% | -26.1% | +44.1% |
| 5Y | +33.4% | +268.8% | -235.4% | -11.5% |
| All | +226.2% | +868.9% | -642.7% | +57.5% |
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