+305.6%
WM vs STLD
+1,105.0%
-799.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | +3.1% | -3.5% | -0.7% |
| 30D | -2.4% | -9.0% | +6.6% | -1.3% |
| 3M | +0.4% | -12.4% | +12.8% | +1.8% |
| 6M | -9.5% | +25.5% | -35.0% | -12.7% |
| YTD | +0.5% | +43.6% | -43.1% | -4.9% |
| 1Y | -1.1% | +87.2% | -88.3% | -10.1% |
| 3Y | +46.0% | +135.2% | -89.2% | +25.6% |
| 5Y | +51.8% | +290.9% | -239.1% | +15.8% |
| All | +305.6% | +1,105.0% | -799.4% | +127.9% |
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 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