+138.4%
WEC vs STLD
+1,105.0%
-966.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -0.3% | +3.1% | -3.4% | -0.4% |
| 30D | -1.3% | -9.0% | +7.7% | -0.9% |
| 3M | -3.9% | -12.4% | +8.4% | -3.5% |
| 6M | -8.3% | +25.5% | -33.8% | -9.4% |
| YTD | +3.1% | +43.6% | -40.6% | +1.2% |
| 1Y | +1.9% | +87.2% | -85.3% | -1.2% |
| 3Y | +41.9% | +135.2% | -93.3% | +35.1% |
| 5Y | +30.8% | +290.9% | -260.1% | +20.3% |
| All | +138.4% | +1,105.0% | -966.6% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling