+134.0%
WFC vs STLD
+779.4%
-645.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.2% | +1.0% |
| 7D | +0.1% | -9.7% | +9.8% | +4.2% |
| 30D | +2.9% | -4.5% | +7.5% | +4.6% |
| 3M | -1.4% | -13.1% | +11.7% | +3.6% |
| 6M | +14.3% | -2.8% | +17.1% | +13.8% |
| YTD | -6.2% | +35.3% | -41.5% | -19.6% |
| 1Y | +1.6% | +51.4% | -49.8% | -17.0% |
| 3Y | +126.9% | +117.9% | +9.0% | +53.6% |
| 5Y | +94.0% | +272.6% | -178.6% | -3.7% |
| 10Y | +134.0% | +782.2% | -648.1% | -35.0% |
| All | +134.0% | +779.4% | -645.3% | -35.0% |
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