+319.5%
CDW vs STLA
+21.0%
+298.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.1% | +4.9% |
| 7D | +9.3% | -6.4% | +15.7% | +11.5% |
| 30D | +15.8% | -1.3% | +17.1% | +16.0% |
| 3M | +21.8% | -19.9% | +41.7% | +29.4% |
| 6M | +58.8% | -42.9% | +101.7% | +84.6% |
| YTD | +22.8% | -59.4% | +82.2% | +54.1% |
| 1Y | +17.9% | -56.8% | +74.7% | +44.6% |
| 3Y | -17.4% | -73.1% | +55.6% | +12.3% |
| 5Y | -5.7% | -70.1% | +64.3% | +19.5% |
| 10Y | +319.5% | +19.8% | +299.7% | +321.4% |
| All | +319.5% | +21.0% | +298.5% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling