+298.2%
WBD vs STLD
+5,186.8%
-4,888.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -1.8% | +3.1% | -5.0% | -2.8% |
| 30D | +8.8% | -9.0% | +17.8% | +11.5% |
| 3M | +4.6% | -12.4% | +17.0% | +8.0% |
| 6M | +1.1% | +25.5% | -24.4% | -7.0% |
| YTD | -2.0% | +43.6% | -45.6% | -13.8% |
| 1Y | +140.0% | +87.2% | +52.8% | +93.6% |
| 3Y | +144.4% | +135.2% | +9.1% | +81.3% |
| 5Y | -0.2% | +290.9% | -291.1% | -38.0% |
| 10Y | +9.1% | +1,113.5% | -1,104.3% | -54.7% |
| All | +298.2% | +5,186.8% | -4,888.6% | -0.7% |
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