+23.3%
WAT vs STLD
+45.5%
-22.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.1% | -11.1% | +10.0% | +1.7% |
| 30D | +5.0% | -4.8% | +9.7% | +6.1% |
| 3M | +14.5% | -14.6% | +29.0% | +18.6% |
| 6M | +30.9% | -7.4% | +38.3% | +31.8% |
| YTD | +20.5% | +32.6% | -12.1% | +8.6% |
| 1Y | +23.3% | +47.3% | -24.0% | +5.5% |
| All | +23.3% | +45.5% | -22.2% | +5.5% |
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 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