+283.4%
CDW vs STLA
+51.8%
+231.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +3.2% | +2.6% | +0.6% | +2.4% |
| 30D | +9.3% | -1.2% | +10.5% | +9.6% |
| 3M | +9.8% | -24.8% | +34.6% | +18.5% |
| 6M | +23.3% | -25.6% | +48.9% | +31.8% |
| YTD | +13.7% | -48.9% | +62.6% | +33.9% |
| 1Y | -6.5% | -38.8% | +32.3% | +2.7% |
| 3Y | -25.2% | -64.5% | +39.3% | -6.2% |
| 5Y | -19.5% | -62.4% | +42.9% | -4.3% |
| All | +283.4% | +51.8% | +231.6% | +214.0% |
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