Anomalous dimensions of Wilson operators with large Lorentz spin scale logarithmically with the spin. Recent multi-loop QCD calculations of twist-two anomalous dimensions revealed the existence of interesting structure of the subleading corrections suppressed by powers of the Lorentz spin. We argue that this structure is a manifestation of the ‘self-tuning’ property of the multi-loop anomalous dimensions—in a conformal gauge theory, the anomalous dimension of Wilson operators is a function of their conformal spin which is modified in higher loops by an amount proportional to the anomalous dimension. Making use of the parity property of this function and incorporating the beta-function contribution, we demonstrate the existence of (infinite number of) relations between subleading corrections to the twist-two anomalous dimensions in QCD and its supersymmetric extensions. They imply that the subleading corrections to the anomalous dimensions suppressed by odd powers of the conformal spin can be expressed in terms of the lower-loops corrections suppressed by smaller even powers of the spin. We show that these relations hold true in QCD to all loops in the large β₀ limit. In the SYM theory, we employ the AdS/CFT correspondence to argue that the same relations survive in the strong coupling regime for higher-twist scalar operators dual to a folded string rotating on the AdS₃×S¹.