-11.7%
WDAY vs STLD
+105.6%
-117.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -2.5% | -11.1% | +8.6% | -0.9% |
| 30D | +4.7% | -4.8% | +9.5% | +5.2% |
| 3M | +13.3% | -14.6% | +27.9% | +15.5% |
| 6M | +57.3% | -7.4% | +64.7% | +57.7% |
| YTD | -10.2% | +32.6% | -42.8% | -17.1% |
| 1Y | -14.1% | +47.3% | -61.4% | -23.0% |
| 3Y | -11.7% | +107.5% | -119.2% | -30.2% |
| All | -11.7% | +105.6% | -117.3% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling