+57.8%
WEC vs STLD
+253.8%
-196.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.6% | +7.8% | +0.4% |
| 7D | +3.2% | -12.5% | +15.7% | +3.7% |
| 30D | +14.7% | -6.8% | +21.5% | +14.9% |
| 3M | +10.2% | -16.4% | +26.6% | +10.9% |
| 6M | +4.5% | -6.1% | +10.6% | +4.5% |
| YTD | +15.1% | +32.0% | -16.9% | +13.4% |
| 1Y | +9.4% | +45.5% | -36.1% | +7.3% |
| 3Y | +56.9% | +106.5% | -49.6% | +49.7% |
| All | +57.8% | +253.8% | -196.0% | +44.9% |
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