+1,097.8%
STLD vs WTW
+197.9%
+900.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -3.6% | -7.8% | +4.2% | +0.2% |
| 30D | -10.1% | -7.9% | -2.2% | -6.6% |
| 3M | -11.4% | +19.9% | -31.4% | -20.0% |
| 6M | +30.8% | +9.8% | +21.0% | +22.2% |
| YTD | +40.7% | -3.3% | +44.0% | +39.4% |
| 1Y | +80.8% | -3.3% | +84.1% | +78.0% |
| 3Y | +140.2% | +61.5% | +78.6% | +68.0% |
| 5Y | +288.5% | +42.6% | +245.9% | +190.2% |
| All | +1,097.8% | +197.9% | +900.0% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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