+81.3%
CTAS vs SW
+42.5%
+38.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.9% |
| 7D | +7.6% | +12.1% | -4.4% | +6.1% |
| 30D | +17.2% | +6.6% | +10.7% | +16.2% |
| 3M | +12.8% | -6.0% | +18.8% | +13.4% |
| 6M | +38.0% | +21.5% | +16.5% | +34.2% |
| YTD | +22.7% | +20.3% | +2.4% | +19.0% |
| 1Y | +25.6% | +28.1% | -2.5% | +21.0% |
| All | +81.3% | +42.5% | +38.8% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling