+10.8%
WBD vs STLD
+1,072.4%
-1,061.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -1.7% |
| 30D | +5.0% | -8.4% | +13.4% | +7.9% |
| 3M | +6.2% | -9.9% | +16.1% | +9.1% |
| 6M | +0.6% | +33.0% | -32.4% | -10.8% |
| YTD | -2.4% | +42.6% | -45.0% | -16.2% |
| 1Y | +127.7% | +80.8% | +46.9% | +77.9% |
| 3Y | +148.4% | +143.4% | +5.0% | +70.3% |
| 5Y | +4.2% | +293.4% | -289.2% | -42.0% |
| 10Y | +10.8% | +1,080.4% | -1,069.6% | -61.6% |
| All | +10.8% | +1,072.4% | -1,061.6% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling