-25.0%
CDW vs STLA
-64.3%
+39.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +3.2% | +2.6% | +0.6% | +2.7% |
| 30D | +9.3% | -1.2% | +10.5% | +9.5% |
| 3M | +9.8% | -24.8% | +34.6% | +15.1% |
| 6M | +23.3% | -25.6% | +48.9% | +28.5% |
| YTD | +13.7% | -48.9% | +62.6% | +27.8% |
| 1Y | -6.5% | -38.8% | +32.3% | -0.7% |
| All | -25.0% | -64.3% | +39.2% | -15.4% |
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 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