+264.4%
WBD vs STLD
+413.6%
-149.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +0.2% | +5.6% | -5.3% | -1.3% |
| 30D | -4.9% | +17.8% | -22.6% | -9.1% |
| 3M | -1.3% | +8.1% | -9.4% | -3.7% |
| 6M | -8.6% | +15.6% | -24.2% | -12.5% |
| YTD | -3.1% | +62.4% | -65.5% | -15.5% |
| 1Y | -10.9% | +59.4% | -70.3% | -22.0% |
| 3Y | -40.7% | +60.6% | -101.3% | -49.4% |
| 5Y | +12.3% | +138.9% | -126.6% | -15.8% |
| 10Y | +269.7% | +139.1% | +130.5% | +136.4% |
| All | +264.4% | +413.6% | -149.2% | +108.9% |
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