+48.1%
WAT vs STLD
+135.5%
-87.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -1.3% | +3.1% | -4.4% | -2.3% |
| 30D | +2.3% | -9.0% | +11.3% | +5.2% |
| 3M | +8.7% | -12.4% | +21.1% | +12.8% |
| 6M | +28.3% | +25.5% | +2.8% | +17.6% |
| YTD | +7.8% | +43.6% | -35.8% | -6.2% |
| 1Y | +36.6% | +87.2% | -50.6% | +7.5% |
| All | +48.1% | +135.5% | -87.4% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling