+528.7%
WDC vs STLD
+255.4%
+273.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -28.0% | -11.1% | -16.8% | -23.2% |
| 30D | -34.9% | -4.8% | -30.2% | -32.8% |
| 3M | -41.6% | -14.6% | -27.0% | -36.7% |
| 6M | -45.4% | -7.4% | -38.0% | -43.6% |
| YTD | +53.3% | +32.6% | +20.7% | +32.1% |
| 1Y | +61.5% | +47.3% | +14.2% | +32.3% |
| 3Y | +712.3% | +107.5% | +604.8% | +450.7% |
| All | +528.7% | +255.4% | +273.3% | +216.9% |
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