+109.6%
CTAS vs GWW
+221.1%
-111.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -1.1% | -1.4% | +0.4% | -0.5% |
| 3M | +11.5% | -3.6% | +15.1% | +13.0% |
| 6M | +0.2% | +15.1% | -15.0% | -6.5% |
| YTD | +7.2% | +27.5% | -20.3% | -5.0% |
| 1Y | 0.0% | +29.6% | -29.6% | -12.2% |
| 3Y | +65.9% | +90.1% | -24.2% | +18.6% |
| 5Y | +109.6% | +222.6% | -113.0% | +8.9% |
| All | +109.6% | +221.1% | -111.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling