+810.8%
ITW vs STLA
+263.8%
+547.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.8% |
| 7D | -3.6% | +2.6% | -6.1% | -4.1% |
| 30D | -9.1% | -1.2% | -7.9% | -9.1% |
| 3M | +8.2% | -24.8% | +33.0% | +14.2% |
| 6M | -4.8% | -25.6% | +20.8% | +0.4% |
| YTD | +11.0% | -48.9% | +60.0% | +25.2% |
| 1Y | +4.2% | -38.8% | +43.0% | +12.1% |
| 3Y | +17.3% | -64.5% | +81.8% | +37.6% |
| 5Y | +33.0% | -62.4% | +95.4% | +51.4% |
| 10Y | +182.3% | +55.4% | +126.9% | +150.0% |
| All | +810.8% | +263.8% | +547.0% | +687.9% |
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 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