+19.3%
WAT vs STLD
+55.9%
-36.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | +2.0% | +6.9% | -4.8% | +0.3% |
| 30D | +7.7% | -1.5% | +9.2% | +7.9% |
| 3M | +11.1% | -9.7% | +20.8% | +13.5% |
| 6M | +31.2% | +2.3% | +28.9% | +28.2% |
| YTD | +21.7% | +41.0% | -19.3% | +7.4% |
| 1Y | +19.3% | +51.8% | -32.5% | +0.1% |
| All | +19.3% | +55.9% | -36.6% | +0.1% |
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 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