+65.7%
CTAS vs SW
+19.6%
+46.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | -1.8% | -5.1% | +3.3% | -1.2% |
| 30D | -0.2% | -4.6% | +4.4% | +0.3% |
| 3M | +11.7% | +9.4% | +2.3% | +10.3% |
| 6M | +0.7% | +3.5% | -2.8% | -0.2% |
| YTD | +7.4% | +22.0% | -14.6% | +4.4% |
| 1Y | -2.1% | +2.2% | -4.3% | -3.4% |
| All | +65.7% | +19.6% | +46.1% | +58.7% |
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