+36.1%
WAT vs STLD
+269.6%
-233.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.6% |
| 7D | +6.0% | -9.7% | +15.7% | +9.1% |
| 30D | +9.9% | -4.5% | +14.4% | +11.3% |
| 3M | +17.2% | -13.1% | +30.3% | +21.5% |
| 6M | +34.2% | -2.8% | +37.0% | +33.8% |
| YTD | +25.5% | +35.3% | -9.8% | +12.9% |
| 1Y | +28.3% | +51.4% | -23.1% | +11.5% |
| 3Y | +88.4% | +117.9% | -29.6% | +44.3% |
| 5Y | +36.1% | +272.6% | -236.5% | -11.4% |
| All | +36.1% | +269.6% | -233.5% | -11.4% |
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 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