-22.2%
CDW vs STLA
-74.0%
+51.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.1% | -4.5% | +6.6% | +3.1% |
| 30D | +14.7% | -3.9% | +18.7% | +15.5% |
| 3M | +11.1% | -20.2% | +31.3% | +15.7% |
| 6M | +45.6% | -42.2% | +87.8% | +59.6% |
| YTD | +17.1% | -59.3% | +76.4% | +37.0% |
| 1Y | +13.2% | -56.1% | +69.2% | +29.4% |
| 3Y | -22.2% | -73.7% | +51.5% | -8.0% |
| All | -22.2% | -74.0% | +51.8% | -8.0% |
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 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