+280.9%
WMB vs STLD
+802.0%
-521.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.8% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | -7.1% | -0.1% | -7.0% | -7.0% |
| 3M | -4.0% | -9.2% | +5.2% | -1.3% |
| 6M | -5.7% | +1.8% | -7.5% | -7.5% |
| YTD | +17.2% | +42.1% | -25.0% | +1.5% |
| 1Y | +17.2% | +58.5% | -41.3% | -2.4% |
| 3Y | +121.1% | +128.2% | -7.2% | +54.0% |
| 5Y | +197.2% | +288.2% | -91.1% | +54.4% |
| 10Y | +280.9% | +799.8% | -518.9% | +7.2% |
| All | +280.9% | +802.0% | -521.1% | +7.2% |
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