-3.2%
CDW vs STLA
-74.2%
+71.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +1.4% |
| 7D | +9.1% | -13.1% | +22.2% | +12.9% |
| 30D | +13.7% | -13.3% | +27.0% | +17.5% |
| 3M | +27.0% | -27.9% | +54.9% | +37.4% |
| 6M | +75.9% | -47.8% | +123.7% | +104.7% |
| YTD | +28.9% | -64.6% | +93.4% | +63.4% |
| 1Y | +19.6% | -64.0% | +83.6% | +50.5% |
| 3Y | -14.6% | -76.8% | +62.2% | +17.1% |
| 5Y | -3.2% | -74.2% | +71.0% | +19.6% |
| All | -3.2% | -74.2% | +71.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling