+2,293.6%
ITW vs STLD
+8,684.3%
-6,390.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.1% |
| 7D | -3.6% | +3.1% | -6.7% | -4.4% |
| 30D | -9.1% | -9.0% | -0.2% | -7.1% |
| 3M | +8.2% | -12.4% | +20.6% | +11.4% |
| 6M | -4.8% | +25.5% | -30.3% | -11.1% |
| YTD | +11.0% | +43.6% | -32.6% | -0.1% |
| 1Y | +4.2% | +87.2% | -82.9% | -12.9% |
| 3Y | +17.3% | +135.2% | -118.0% | -9.7% |
| 5Y | +33.0% | +290.9% | -257.9% | -13.4% |
| 10Y | +182.3% | +1,113.5% | -931.1% | +28.4% |
| All | +2,293.6% | +8,684.3% | -6,390.7% | +417.0% |
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