+143.4%
STLD vs WTW
+65.4%
+78.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.4% |
| 7D | +2.7% | -2.7% | +5.4% | +3.0% |
| 30D | -8.4% | -5.6% | -2.8% | -7.8% |
| 3M | -9.9% | +26.5% | -36.4% | -12.7% |
| 6M | +33.0% | +8.1% | +24.9% | +32.1% |
| YTD | +42.6% | -0.3% | +42.9% | +44.0% |
| 1Y | +80.8% | -0.9% | +81.6% | +82.5% |
| 3Y | +143.4% | +66.6% | +76.8% | +112.9% |
| All | +143.4% | +65.4% | +78.1% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling