+80.8%
STLD vs WTW
-2.8%
+83.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -3.6% | -7.8% | +4.2% | -4.1% |
| 30D | -10.1% | -7.9% | -2.2% | -10.4% |
| 3M | -11.4% | +19.9% | -31.4% | -10.1% |
| 6M | +30.8% | +9.8% | +21.0% | +32.8% |
| YTD | +40.7% | -3.3% | +44.0% | +43.3% |
| 1Y | +80.8% | -3.3% | +84.1% | +87.7% |
| All | +80.8% | -2.8% | +83.6% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling