+33.1%
ITW vs STLA
-77.1%
+110.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.3% | -13.8% | +16.1% | +5.0% |
| 30D | +6.7% | -10.5% | +17.2% | +8.6% |
| 3M | -0.5% | -28.9% | +28.3% | +5.0% |
| 6M | +16.4% | -49.7% | +66.1% | +30.5% |
| YTD | +19.0% | -64.9% | +83.9% | +40.9% |
| 1Y | +20.2% | -64.0% | +84.2% | +41.4% |
| 3Y | +33.1% | -77.4% | +110.5% | +67.5% |
| All | +33.1% | -77.1% | +110.2% | +67.5% |
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