+23,259.8%
CTAS vs GWW
+14,492.5%
+8,767.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.8% | +1.4% | -3.2% | -2.4% |
| 30D | -0.2% | +3.3% | -3.5% | -1.6% |
| 3M | +11.7% | +2.9% | +8.8% | +10.0% |
| 6M | +0.7% | +15.8% | -15.1% | -5.8% |
| YTD | +7.4% | +32.0% | -24.6% | -5.3% |
| 1Y | -2.1% | +29.9% | -32.0% | -13.2% |
| 3Y | +62.9% | +91.1% | -28.1% | +21.0% |
| 5Y | +111.9% | +223.9% | -112.0% | +24.2% |
| 10Y | +652.2% | +567.0% | +85.2% | +210.7% |
| All | +23,259.8% | +14,492.5% | +8,767.2% | +3,069.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling