+43.8%
WEC vs STLD
+135.5%
-91.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.3% | +3.1% | -3.4% | -0.3% |
| 30D | -1.3% | -9.0% | +7.7% | -1.2% |
| 3M | -3.9% | -12.4% | +8.4% | -3.8% |
| 6M | -8.3% | +25.5% | -33.8% | -8.5% |
| YTD | +3.1% | +43.6% | -40.6% | +2.7% |
| 1Y | +1.9% | +87.2% | -85.3% | +1.3% |
| All | +43.8% | +135.5% | -91.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling