+1,518.9%
WMB vs STLD
+8,684.3%
-7,165.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.6% | +3.1% | -2.6% | -0.6% |
| 30D | +3.3% | -9.0% | +12.2% | +6.4% |
| 3M | +3.1% | -12.4% | +15.5% | +7.1% |
| 6M | -0.7% | +25.5% | -26.2% | -10.2% |
| YTD | +25.2% | +43.6% | -18.5% | +7.2% |
| 1Y | +32.9% | +87.2% | -54.3% | +2.5% |
| 3Y | +140.6% | +135.2% | +5.3% | +63.6% |
| 5Y | +273.5% | +290.9% | -17.4% | +96.9% |
| 10Y | +334.2% | +1,113.5% | -779.2% | +37.7% |
| All | +1,518.9% | +8,684.3% | -7,165.4% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling