+168.5%
WMT vs STLD
+255.4%
-86.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +1.6% | -11.1% | +12.8% | +2.7% |
| 30D | +16.1% | -4.8% | +20.8% | +16.5% |
| 3M | +12.3% | -14.6% | +26.8% | +13.6% |
| 6M | -3.1% | -7.4% | +4.3% | -2.8% |
| YTD | +13.4% | +32.6% | -19.2% | +9.8% |
| 1Y | +24.5% | +47.3% | -22.8% | +19.4% |
| 3Y | +135.7% | +107.5% | +28.2% | +115.9% |
| All | +168.5% | +255.4% | -86.8% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling