+116.4%
WFC vs STLD
+105.6%
+10.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +0.6% | -11.1% | +11.8% | +4.6% |
| 30D | +4.6% | -4.8% | +9.4% | +6.1% |
| 3M | -3.6% | -14.6% | +10.9% | +1.1% |
| 6M | +5.6% | -7.4% | +13.0% | +7.0% |
| YTD | -8.5% | +32.6% | -41.0% | -19.8% |
| 1Y | -0.3% | +47.3% | -47.6% | -16.4% |
| 3Y | +116.4% | +107.5% | +8.9% | +52.8% |
| All | +116.4% | +105.6% | +10.8% | +52.8% |
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