+66.3%
WDC vs STLD
+56.0%
+10.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -2.5% |
| 7D | -16.7% | -4.7% | -12.1% | -13.9% |
| 30D | -27.2% | -0.9% | -26.3% | -26.1% |
| 3M | -34.0% | -11.9% | -22.1% | -28.8% |
| 6M | -39.7% | +0.9% | -40.6% | -41.5% |
| YTD | +68.1% | +40.4% | +27.6% | +26.4% |
| 1Y | +66.3% | +56.6% | +9.7% | +18.6% |
| All | +66.3% | +56.0% | +10.3% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling