+1,800.0%
WDC vs STLD
+8,525.3%
-6,725.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +16.3% | +6.9% | +9.4% | +13.4% |
| 30D | -18.3% | -1.5% | -16.8% | -17.2% |
| 3M | -31.4% | -9.7% | -21.8% | -28.6% |
| 6M | -36.3% | +2.3% | -38.6% | -37.1% |
| YTD | +80.8% | +41.0% | +39.8% | +58.0% |
| 1Y | +87.7% | +51.8% | +35.9% | +59.5% |
| 3Y | +819.4% | +126.4% | +693.0% | +560.3% |
| 5Y | +583.2% | +285.7% | +297.5% | +289.5% |
| 10Y | +689.8% | +792.7% | -102.9% | +214.0% |
| All | +1,800.0% | +8,525.3% | -6,725.2% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling