+10,662.6%
STLD vs WTW
+1,139.1%
+9,523.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.8% |
| 7D | +2.7% | -2.7% | +5.4% | +4.2% |
| 30D | -8.4% | -5.6% | -2.8% | -5.8% |
| 3M | -9.9% | +26.5% | -36.4% | -21.5% |
| 6M | +33.0% | +8.1% | +24.9% | +24.6% |
| YTD | +42.6% | -0.3% | +42.9% | +38.1% |
| 1Y | +80.8% | -0.9% | +81.6% | +74.7% |
| 3Y | +143.4% | +66.6% | +76.8% | +70.1% |
| 5Y | +293.4% | +54.0% | +239.4% | +185.4% |
| 10Y | +1,080.4% | +198.1% | +882.3% | +471.8% |
| All | +10,662.6% | +1,139.1% | +9,523.5% | +3,643.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling