+65.0%
CTAS vs GWW
+89.5%
-24.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -1.1% | -1.4% | +0.4% | -0.6% |
| 3M | +11.5% | -3.6% | +15.1% | +12.8% |
| 6M | +0.2% | +15.1% | -15.0% | -5.6% |
| YTD | +7.2% | +27.5% | -20.3% | -3.5% |
| 1Y | 0.0% | +29.6% | -29.6% | -10.7% |
| All | +65.0% | +89.5% | -24.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling