+3.3%
ITW vs STLD
+80.8%
-77.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | -9.4% | -8.4% | -1.0% | -7.7% |
| 3M | +7.1% | -9.9% | +17.0% | +9.2% |
| 6M | -1.9% | +33.0% | -34.9% | -10.8% |
| YTD | +10.4% | +42.6% | -32.1% | -1.4% |
| 1Y | +3.3% | +80.8% | -77.5% | -11.1% |
| All | +3.3% | +80.8% | -77.5% | -11.1% |
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