-12.5%
WBD vs STLD
+480.9%
-493.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.4% |
| 7D | +1.0% | -3.1% | +4.1% | +2.1% |
| 30D | +26.7% | +3.7% | +23.0% | +24.9% |
| 3M | +91.1% | +24.9% | +66.2% | +75.0% |
| 6M | +164.8% | +17.1% | +147.7% | +146.6% |
| YTD | +114.5% | +34.7% | +79.7% | +90.9% |
| 1Y | +141.9% | +4.3% | +137.6% | +135.0% |
| 3Y | +120.7% | +65.6% | +55.1% | +75.8% |
| 5Y | +8.3% | +415.6% | -407.2% | -46.6% |
| All | -12.5% | +480.9% | -493.4% | -61.5% |
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