+834.0%
CTAS vs SW
+182.7%
+651.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.7% |
| 7D | +1.2% | +2.3% | -1.2% | +1.0% |
| 30D | +12.8% | +6.8% | +6.0% | +12.2% |
| 3M | +10.3% | -5.2% | +15.5% | +10.7% |
| 6M | +32.0% | +7.4% | +24.6% | +30.9% |
| YTD | +19.1% | +17.4% | +1.7% | +17.1% |
| 1Y | +21.5% | +27.1% | -5.6% | +18.6% |
| 3Y | +76.0% | +47.9% | +28.2% | +69.0% |
| 5Y | +110.9% | -2.6% | +113.4% | +104.1% |
| All | +834.0% | +182.7% | +651.3% | +749.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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