-0.5%
CTAS vs GWW
+29.7%
-30.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.3% | -3.1% | +1.9% | -0.4% |
| 30D | -3.1% | -2.3% | -0.7% | -2.4% |
| 3M | +10.3% | -3.3% | +13.6% | +11.1% |
| 6M | +1.6% | +15.4% | -13.7% | -3.6% |
| YTD | +6.3% | +26.7% | -20.4% | -2.8% |
| 1Y | -0.5% | +29.0% | -29.4% | -10.1% |
| All | -0.5% | +29.7% | -30.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling