+813.4%
CTAS vs BWA
+94.2%
+719.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.7% | +4.3% | -2.5% | +0.5% |
| 30D | +8.4% | -13.0% | +21.4% | +12.5% |
| 3M | +13.0% | -24.8% | +37.8% | +21.7% |
| 6M | +39.1% | -23.5% | +62.6% | +47.4% |
| YTD | +21.2% | +13.8% | +7.4% | +10.7% |
| 1Y | +21.6% | +13.4% | +8.2% | +11.0% |
| 3Y | +73.2% | +62.8% | +10.5% | +35.2% |
| 5Y | +115.7% | +28.5% | +87.3% | +77.4% |
| All | +813.4% | +94.2% | +719.1% | +474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling