+2,469.0%
ITW vs STLD
+8,489.2%
-6,020.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.5% |
| 7D | +0.5% | -4.7% | +5.2% | +1.7% |
| 30D | +9.1% | -0.9% | +10.0% | +9.2% |
| 3M | -1.6% | -11.9% | +10.3% | +1.2% |
| 6M | +14.5% | +0.9% | +13.6% | +13.1% |
| YTD | +19.2% | +40.4% | -21.3% | +7.5% |
| 1Y | +20.9% | +56.6% | -35.6% | +6.0% |
| 3Y | +33.1% | +125.5% | -92.4% | +3.6% |
| 5Y | +38.2% | +292.8% | -254.6% | -10.1% |
| 10Y | +196.2% | +787.1% | -590.9% | +45.6% |
| All | +2,469.0% | +8,489.2% | -6,020.3% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling