-14.7%
CDW vs STLA
-76.9%
+62.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +1.0% |
| 7D | +9.1% | -13.1% | +22.2% | +12.0% |
| 30D | +13.7% | -13.3% | +27.0% | +16.7% |
| 3M | +27.0% | -27.9% | +54.9% | +34.9% |
| 6M | +75.9% | -47.8% | +123.7% | +96.7% |
| YTD | +28.9% | -64.6% | +93.4% | +54.8% |
| 1Y | +19.6% | -64.0% | +83.6% | +42.7% |
| All | -14.7% | -76.9% | +62.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling