+534.7%
WMT vs STLD
+790.2%
-255.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.2% | +6.9% | -8.1% | -1.9% |
| 30D | +12.4% | -1.5% | +13.9% | +12.5% |
| 3M | +9.0% | -9.7% | +18.7% | +10.0% |
| 6M | -3.0% | +2.3% | -5.3% | -3.6% |
| YTD | +14.0% | +41.0% | -27.0% | +8.9% |
| 1Y | +23.0% | +51.8% | -28.8% | +16.5% |
| 3Y | +135.1% | +126.4% | +8.7% | +109.5% |
| 5Y | +172.7% | +285.7% | -113.0% | +122.7% |
| All | +534.7% | +790.2% | -255.6% | +351.6% |
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