+928.6%
WDC vs STLD
+292.4%
+636.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.6% |
| 7D | +1.7% | +3.1% | -1.4% | +0.1% |
| 30D | -10.0% | -9.0% | -1.0% | -6.0% |
| 3M | -18.8% | -12.4% | -6.4% | -14.3% |
| 6M | +79.0% | +25.5% | +53.5% | +58.2% |
| YTD | +171.6% | +43.6% | +127.9% | +125.0% |
| 1Y | +417.4% | +87.2% | +330.2% | +276.6% |
| 3Y | +1,251.8% | +135.2% | +1,116.6% | +766.4% |
| All | +928.6% | +292.4% | +636.2% | +406.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling