+117.7%
WFC vs STLD
+105.6%
+12.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.2% | -11.1% | +12.4% | +5.2% |
| 30D | +5.2% | -4.8% | +10.0% | +6.7% |
| 3M | -3.0% | -14.6% | +11.5% | +1.7% |
| 6M | +6.2% | -7.4% | +13.6% | +7.6% |
| YTD | -7.9% | +32.6% | -40.5% | -19.4% |
| 1Y | +0.3% | +47.3% | -47.0% | -15.9% |
| 3Y | +117.7% | +107.5% | +10.2% | +53.8% |
| All | +117.7% | +105.6% | +12.1% | +53.8% |
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