+293.5%
STLD vs WTW
+45.2%
+248.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.4% |
| 7D | -2.8% | -7.1% | +4.3% | -0.4% |
| 30D | -10.4% | -8.5% | -1.9% | -7.8% |
| 3M | -10.6% | +20.6% | -31.1% | -16.8% |
| 6M | +32.7% | +7.2% | +25.5% | +28.2% |
| YTD | +42.8% | -3.9% | +46.7% | +43.7% |
| 1Y | +86.9% | -3.6% | +90.5% | +86.9% |
| 3Y | +143.8% | +60.7% | +83.1% | +76.5% |
| 5Y | +293.5% | +42.2% | +251.3% | +189.3% |
| All | +293.5% | +45.2% | +248.3% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling