+653.4%
WDC vs STLD
+779.4%
-125.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.8% | +8.8% |
| 7D | -14.4% | -9.7% | -4.7% | -9.2% |
| 30D | -27.1% | -4.5% | -22.5% | -24.6% |
| 3M | -33.3% | -13.1% | -20.2% | -28.1% |
| 6M | -39.6% | -2.8% | -36.8% | -39.2% |
| YTD | +68.4% | +35.3% | +33.1% | +42.9% |
| 1Y | +78.2% | +51.4% | +26.8% | +42.7% |
| 3Y | +772.0% | +117.9% | +654.1% | +462.8% |
| 5Y | +584.9% | +272.6% | +312.3% | +215.1% |
| 10Y | +653.4% | +782.2% | -128.7% | +128.1% |
| All | +653.4% | +779.4% | -125.9% | +128.1% |
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