+30.8%
WAT vs STLD
+255.4%
-224.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.1% | -11.1% | +10.0% | +2.2% |
| 30D | +5.0% | -4.8% | +9.7% | +6.3% |
| 3M | +14.5% | -14.6% | +29.0% | +19.2% |
| 6M | +30.9% | -7.4% | +38.3% | +32.4% |
| YTD | +20.5% | +32.6% | -12.1% | +9.0% |
| 1Y | +23.3% | +47.3% | -24.0% | +8.0% |
| 3Y | +81.5% | +107.5% | -26.1% | +40.9% |
| All | +30.8% | +255.4% | -224.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling