+421.1%
WMT vs STLD
+1,117.5%
-696.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.5% | -3.6% | +1.2% | -2.1% |
| 30D | -6.4% | -10.1% | +3.7% | -5.4% |
| 3M | -12.1% | -11.4% | -0.7% | -11.1% |
| 6M | -15.0% | +30.8% | -45.8% | -17.8% |
| YTD | -4.5% | +40.7% | -45.2% | -8.6% |
| 1Y | +6.2% | +80.8% | -74.6% | -1.4% |
| 3Y | +99.9% | +140.2% | -40.3% | +77.1% |
| 5Y | +131.4% | +288.5% | -157.0% | +89.0% |
| All | +421.1% | +1,117.5% | -696.5% | +257.2% |
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