+740.9%
STLD vs WTW
+218.5%
+522.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -4.2% |
| 7D | +2.9% | +2.0% | +1.0% | +1.9% |
| 30D | -5.6% | +12.9% | -18.4% | -11.4% |
| 3M | -11.7% | +0.7% | -12.5% | -12.8% |
| 6M | -2.8% | +39.5% | -42.2% | -19.4% |
| YTD | +36.4% | +3.1% | +33.3% | +30.2% |
| 1Y | +50.0% | +4.8% | +45.2% | +41.6% |
| 3Y | +122.3% | +42.9% | +79.4% | +69.1% |
| 5Y | +273.2% | +55.3% | +217.9% | +165.1% |
| All | +740.9% | +218.5% | +522.4% | +295.5% |
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