+820.2%
CTAS vs WAB
+282.9%
+537.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +3.1% | -3.9% | -2.2% |
| 30D | +10.7% | +6.4% | +4.3% | +7.6% |
| 3M | +11.0% | +2.2% | +8.8% | +9.6% |
| 6M | +38.7% | +13.7% | +25.0% | +30.0% |
| YTD | +21.8% | +43.0% | -21.2% | +2.8% |
| 1Y | +23.6% | +47.0% | -23.4% | +3.1% |
| 3Y | +74.9% | +174.4% | -99.4% | +8.9% |
| 5Y | +119.5% | +222.2% | -102.7% | +25.4% |
| 10Y | +820.2% | +276.9% | +543.3% | +323.2% |
| All | +820.2% | +282.9% | +537.3% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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