+173.5%
WEC vs STLD
+868.9%
-695.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | -0.2% | -11.1% | +11.0% | +0.3% |
| 30D | +12.3% | -4.8% | +17.1% | +12.5% |
| 3M | +8.3% | -14.6% | +22.8% | +8.8% |
| 6M | +3.5% | -7.4% | +10.9% | +3.6% |
| YTD | +12.7% | +32.6% | -19.8% | +11.1% |
| 1Y | +8.2% | +47.3% | -39.2% | +6.1% |
| 3Y | +55.9% | +107.5% | -51.7% | +49.6% |
| 5Y | +51.2% | +268.8% | -217.6% | +40.2% |
| All | +173.5% | +868.9% | -695.3% | +158.5% |
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