+36.4%
ITW vs STLA
-63.7%
+100.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -2.4% | -3.8% | +1.5% | -1.5% |
| 30D | -9.5% | -3.1% | -6.4% | -9.0% |
| 3M | +6.6% | -19.6% | +26.3% | +11.9% |
| 6M | -1.8% | -23.5% | +21.7% | +3.8% |
| YTD | +9.0% | -51.5% | +60.5% | +27.5% |
| 1Y | +3.6% | -39.7% | +43.2% | +12.5% |
| 3Y | +19.4% | -66.3% | +85.8% | +46.2% |
| 5Y | +36.4% | -63.1% | +99.5% | +53.9% |
| All | +36.4% | -63.7% | +100.1% | +53.9% |
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