+4,124.6%
CTAS vs SW
+743.1%
+3,381.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +2.2% |
| 7D | +7.6% | +12.1% | -4.4% | +7.0% |
| 30D | +17.2% | +6.6% | +10.7% | +16.8% |
| 3M | +12.8% | -6.0% | +18.8% | +13.0% |
| 6M | +38.0% | +21.5% | +16.5% | +36.5% |
| YTD | +22.7% | +20.3% | +2.4% | +21.4% |
| 1Y | +25.6% | +28.1% | -2.5% | +23.9% |
| 3Y | +81.4% | +51.6% | +29.8% | +77.2% |
| 5Y | +117.9% | -0.1% | +118.0% | +113.6% |
| 10Y | +878.3% | +189.7% | +688.6% | +823.5% |
| All | +4,124.6% | +743.1% | +3,381.6% | +3,874.0% |
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