+608.2%
WDC vs STLD
+291.0%
+317.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.7% |
| 7D | -3.2% | -0.5% | -2.8% | -2.4% |
| 30D | -19.0% | -0.1% | -19.0% | -18.3% |
| 3M | -28.4% | -9.2% | -19.3% | -24.8% |
| 6M | -39.2% | +1.8% | -41.0% | -40.2% |
| YTD | +82.1% | +42.1% | +39.9% | +51.7% |
| 1Y | +84.7% | +58.5% | +26.1% | +45.9% |
| 3Y | +825.6% | +128.2% | +697.4% | +500.3% |
| 5Y | +608.2% | +288.2% | +319.9% | +242.1% |
| All | +608.2% | +291.0% | +317.1% | +242.1% |
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 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