+4.3%
WMT vs STLD
+80.8%
-76.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.2% | -2.8% | +2.6% | 0.0% |
| 30D | -5.8% | -10.4% | +4.6% | -5.6% |
| 3M | -10.8% | -10.6% | -0.2% | -10.7% |
| 6M | -14.3% | +32.7% | -47.0% | -15.9% |
| YTD | -4.4% | +42.8% | -47.2% | -5.4% |
| 1Y | +4.3% | +86.9% | -82.6% | +7.1% |
| All | +4.3% | +80.8% | -76.5% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling