+185.8%
ITW vs STLD
+1,072.4%
-886.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.4% | +2.7% | -3.1% | -1.3% |
| 30D | -9.4% | -8.4% | -1.0% | -7.3% |
| 3M | +7.1% | -9.9% | +17.0% | +9.8% |
| 6M | -1.9% | +33.0% | -34.9% | -11.1% |
| YTD | +10.4% | +42.6% | -32.1% | -2.4% |
| 1Y | +3.3% | +80.8% | -77.5% | -15.5% |
| 3Y | +21.0% | +143.4% | -122.4% | -12.4% |
| 5Y | +36.3% | +293.4% | -257.1% | -19.4% |
| 10Y | +185.8% | +1,080.4% | -894.6% | +7.6% |
| All | +185.8% | +1,072.4% | -886.6% | +7.6% |
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