+6,149.4%
WAT vs STLD
+7,971.8%
-1,822.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.6% | +4.5% | -1.4% |
| 7D | -5.6% | -12.5% | +6.9% | -2.8% |
| 30D | +3.8% | -6.8% | +10.6% | +5.4% |
| 3M | +13.3% | -16.4% | +29.6% | +17.5% |
| 6M | +32.2% | -6.1% | +38.3% | +33.0% |
| YTD | +19.3% | +32.0% | -12.7% | +10.9% |
| 1Y | +21.8% | +45.5% | -23.7% | +10.8% |
| 3Y | +73.9% | +106.5% | -32.6% | +44.5% |
| 5Y | +32.1% | +267.2% | -235.1% | -5.7% |
| 10Y | +228.2% | +878.9% | -650.7% | +77.6% |
| All | +6,149.4% | +7,971.8% | -1,822.4% | +1,568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling