+26.6%
WAT vs STLD
+50.3%
-23.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.6% |
| 7D | +6.0% | -9.7% | +15.7% | +8.6% |
| 30D | +9.9% | -4.5% | +14.4% | +11.0% |
| 3M | +17.2% | -13.1% | +30.3% | +20.9% |
| 6M | +34.2% | -2.8% | +37.0% | +33.1% |
| YTD | +25.5% | +35.3% | -9.8% | +12.5% |
| All | +26.6% | +50.3% | -23.7% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling