+188.3%
ITW vs STLA
+55.1%
+133.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.5% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | -8.3% | +0.9% | -9.3% | -8.8% |
| 3M | +6.0% | -21.6% | +27.7% | +12.9% |
| 6M | 0.0% | -21.6% | +21.6% | +5.8% |
| YTD | +10.2% | -50.4% | +60.6% | +31.0% |
| 1Y | +3.2% | -43.6% | +46.8% | +16.6% |
| 3Y | +21.0% | -66.4% | +87.4% | +53.1% |
| 5Y | +37.9% | -62.3% | +100.2% | +62.9% |
| All | +188.3% | +55.1% | +133.2% | +134.3% |
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