+322.9%
WMB vs STLD
+1,105.0%
-782.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.6% | +3.1% | -2.6% | -0.5% |
| 30D | +3.3% | -9.0% | +12.2% | +6.2% |
| 3M | +3.1% | -12.4% | +15.5% | +6.8% |
| 6M | -0.7% | +25.5% | -26.2% | -9.7% |
| YTD | +25.2% | +43.6% | -18.5% | +8.1% |
| 1Y | +32.9% | +87.2% | -54.3% | +3.8% |
| 3Y | +140.6% | +135.2% | +5.3% | +65.2% |
| 5Y | +273.5% | +290.9% | -17.4% | +92.6% |
| All | +322.9% | +1,105.0% | -782.1% | +6.7% |
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