+125.4%
WDAY vs STLD
+868.9%
-743.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -2.5% | -11.1% | +8.6% | +0.2% |
| 30D | +4.7% | -4.8% | +9.5% | +5.7% |
| 3M | +13.3% | -14.6% | +27.9% | +17.0% |
| 6M | +57.3% | -7.4% | +64.7% | +58.2% |
| YTD | -10.2% | +32.6% | -42.8% | -18.6% |
| 1Y | -14.1% | +47.3% | -61.4% | -24.4% |
| 3Y | -11.7% | +107.5% | -119.2% | -30.9% |
| 5Y | -33.5% | +268.8% | -302.3% | -56.9% |
| All | +125.4% | +868.9% | -743.5% | +12.7% |
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 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