+2,382.6%
WEC vs STLD
+7,971.8%
-5,589.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.6% | +7.8% | +0.7% |
| 7D | +3.2% | -12.5% | +15.7% | +4.2% |
| 30D | +14.7% | -6.8% | +21.5% | +15.2% |
| 3M | +10.2% | -16.4% | +26.6% | +11.5% |
| 6M | +4.5% | -6.1% | +10.6% | +4.6% |
| YTD | +15.1% | +32.0% | -16.9% | +12.1% |
| 1Y | +9.4% | +45.5% | -36.1% | +5.8% |
| 3Y | +56.9% | +106.5% | -49.6% | +46.2% |
| 5Y | +54.4% | +267.2% | -212.7% | +35.8% |
| 10Y | +183.5% | +878.9% | -695.4% | +121.8% |
| All | +2,382.6% | +7,971.8% | -5,589.2% | +1,469.1% |
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