+131.0%
WDAY vs STLD
+802.0%
-671.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | +1.5% | -0.1% | +1.6% | +1.3% |
| 3M | +5.5% | -9.2% | +14.6% | +7.3% |
| 6M | +57.4% | +1.8% | +55.7% | +54.7% |
| YTD | -11.0% | +42.1% | -53.1% | -20.8% |
| 1Y | -15.8% | +58.5% | -74.3% | -27.4% |
| 3Y | -16.9% | +128.2% | -145.1% | -36.8% |
| 5Y | -35.3% | +288.2% | -323.5% | -58.8% |
| 10Y | +131.0% | +799.8% | -668.8% | +7.0% |
| All | +131.0% | +802.0% | -671.0% | +7.0% |
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