+3,597.8%
CTAS vs SW
+755.0%
+2,842.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.3% |
| 7D | -1.8% | -5.1% | +3.3% | -1.6% |
| 30D | -0.2% | -4.6% | +4.4% | 0.0% |
| 3M | +11.7% | +9.4% | +2.3% | +11.1% |
| 6M | +0.7% | +3.5% | -2.8% | +0.4% |
| YTD | +7.4% | +22.0% | -14.6% | +6.2% |
| 1Y | -2.1% | +2.2% | -4.3% | -2.6% |
| 3Y | +62.9% | +19.6% | +43.3% | +60.4% |
| 5Y | +111.9% | -2.3% | +114.2% | +107.8% |
| 10Y | +652.2% | +181.4% | +470.8% | +610.1% |
| All | +3,597.8% | +755.0% | +2,842.8% | +3,377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling