+21.0%
ITW vs STLA
-66.1%
+87.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.7% |
| 7D | -0.7% | -2.9% | +2.2% | -0.2% |
| 30D | -8.3% | +0.9% | -9.3% | -8.6% |
| 3M | +6.0% | -21.6% | +27.7% | +10.6% |
| 6M | 0.0% | -21.6% | +21.6% | +3.9% |
| YTD | +10.2% | -50.4% | +60.6% | +23.7% |
| 1Y | +3.2% | -43.6% | +46.8% | +11.6% |
| 3Y | +21.0% | -66.4% | +87.4% | +37.6% |
| All | +21.0% | -66.1% | +87.1% | +37.6% |
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 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