+5,546.6%
WAT vs STLD
+8,684.3%
-3,137.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -1.3% | +3.1% | -4.4% | -2.0% |
| 30D | +2.3% | -9.0% | +11.3% | +4.3% |
| 3M | +8.7% | -12.4% | +21.1% | +11.5% |
| 6M | +28.3% | +25.5% | +2.8% | +21.3% |
| YTD | +7.8% | +43.6% | -35.8% | -1.5% |
| 1Y | +36.6% | +87.2% | -50.6% | +17.4% |
| 3Y | +45.7% | +135.2% | -89.6% | +17.6% |
| 5Y | -3.3% | +290.9% | -294.2% | -32.0% |
| 10Y | +162.1% | +1,113.5% | -951.3% | +35.5% |
| All | +5,546.6% | +8,684.3% | -3,137.7% | +1,381.2% |
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