+875.8%
ITW vs STLA
+150.0%
+725.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +2.3% | -13.8% | +16.1% | +5.4% |
| 30D | +6.7% | -10.5% | +17.2% | +8.8% |
| 3M | -0.5% | -28.9% | +28.3% | +5.8% |
| 6M | +16.4% | -49.7% | +66.1% | +32.5% |
| YTD | +19.0% | -64.9% | +83.9% | +44.0% |
| 1Y | +20.2% | -64.0% | +84.2% | +44.4% |
| 3Y | +33.1% | -77.4% | +110.5% | +70.6% |
| 5Y | +35.7% | -74.4% | +110.1% | +66.3% |
| 10Y | +194.0% | -6.4% | +200.4% | +184.2% |
| All | +875.8% | +150.0% | +725.8% | +806.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling