+33.2%
WAT vs STLD
+274.1%
-240.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.5% |
| 7D | +0.6% | +2.9% | -2.4% | -0.3% |
| 30D | +5.4% | -5.6% | +11.0% | +7.0% |
| 3M | +11.3% | -11.7% | +23.0% | +14.8% |
| 6M | +37.4% | -2.8% | +40.2% | +37.0% |
| YTD | +21.2% | +36.4% | -15.3% | +8.7% |
| 1Y | +21.3% | +50.0% | -28.7% | +5.7% |
| 3Y | +83.4% | +122.3% | -38.9% | +39.7% |
| All | +33.2% | +274.1% | -240.9% | -13.8% |
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